-32.8%
FPS vs FROG
+97.5%
-130.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +35.3% | -28.4% | -1.0% |
| 7D | -24.5% | +7.0% | -31.5% | -26.3% |
| 30D | -52.1% | +2.9% | -55.0% | -52.9% |
| 3M | -48.4% | +21.6% | -70.0% | -50.4% |
| 6M | -54.4% | +87.7% | -142.0% | -56.6% |
| All | -32.8% | +97.5% | -130.4% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling