-23.6%
FPS vs FROG
+116.4%
-140.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.0% | -10.8% | -10.1% |
| 7D | +21.6% | +48.2% | -26.6% | +10.3% |
| 30D | -38.8% | +11.4% | -50.2% | -40.9% |
| 3M | -42.1% | +28.5% | -70.7% | -45.2% |
| 6M | -48.5% | +63.7% | -112.2% | -51.8% |
| All | -23.6% | +116.4% | -140.0% | -29.6% |
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