+115.3%
FOXA vs FROG
+202.6%
-87.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -0.6% | -5.5% | +4.9% | -0.3% |
| 30D | +2.3% | -3.1% | +5.4% | +2.4% |
| 3M | -2.8% | +1.2% | -4.1% | -3.1% |
| 6M | +9.6% | +113.7% | -104.1% | +4.0% |
| YTD | -9.9% | +38.9% | -48.8% | -12.2% |
| 1Y | +5.4% | +72.0% | -66.6% | +0.3% |
| 3Y | +115.3% | +217.1% | -101.8% | +81.3% |
| All | +115.3% | +202.6% | -87.4% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling