+449.3%
FN vs FROG
+21.1%
+428.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.5% | -5.6% |
| 7D | -7.0% | -14.1% | +7.1% | -4.7% |
| 30D | -24.7% | -11.8% | -13.0% | -23.2% |
| 3M | -35.7% | +0.1% | -35.8% | -35.9% |
| 6M | -52.4% | +64.2% | -116.6% | -56.8% |
| YTD | -25.0% | +38.2% | -63.2% | -30.9% |
| 1Y | -25.7% | +85.4% | -111.1% | -35.9% |
| 3Y | +110.2% | +221.8% | -111.6% | +58.4% |
| 5Y | +192.3% | +143.6% | +48.8% | +116.9% |
| All | +449.3% | +21.1% | +428.1% | +322.8% |
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