+86.9%
FOXA vs FROG
+133.6%
-46.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -5.4% | -4.8% | -0.6% | -5.0% |
| 30D | +1.1% | -0.9% | +2.1% | +1.0% |
| 3M | -6.1% | +7.5% | -13.6% | -7.0% |
| 6M | +8.2% | +107.0% | -98.8% | +0.6% |
| YTD | -11.8% | +39.8% | -51.6% | -15.5% |
| 1Y | +9.9% | +74.8% | -64.9% | +2.2% |
| 3Y | +110.7% | +219.3% | -108.5% | +76.4% |
| 5Y | +86.9% | +133.0% | -46.0% | +57.7% |
| All | +86.9% | +133.6% | -46.7% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling