+555.0%
FN vs FROG
+22.9%
+532.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.5% | +3.6% |
| 7D | -1.7% | -11.3% | +9.6% | +0.1% |
| 30D | -22.0% | +3.6% | -25.6% | -22.6% |
| 3M | -43.0% | +1.7% | -44.7% | -43.4% |
| 6M | -27.7% | +123.5% | -151.3% | -37.7% |
| YTD | -10.5% | +40.2% | -50.8% | -17.7% |
| 1Y | +12.5% | +81.0% | -68.5% | -2.3% |
| 3Y | +153.8% | +194.8% | -41.0% | +94.1% |
| 5Y | +288.0% | +131.8% | +156.2% | +189.0% |
| All | +555.0% | +22.9% | +532.1% | +404.2% |
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