+371.0%
FN vs FROG
+4.7%
+366.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -13.6% | -0.7% | -12.0% |
| 7D | -16.0% | -24.5% | +8.5% | -11.9% |
| 30D | -40.1% | -24.3% | -15.9% | -37.3% |
| 3M | -43.9% | -11.7% | -32.2% | -42.9% |
| 6M | -55.6% | +37.1% | -92.8% | -58.4% |
| YTD | -35.7% | +19.5% | -55.1% | -39.2% |
| 1Y | -39.8% | +61.8% | -101.6% | -46.9% |
| 3Y | +80.3% | +178.1% | -97.9% | +39.4% |
| 5Y | +143.3% | +91.2% | +52.1% | +86.7% |
| All | +371.0% | +4.7% | +366.3% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling