-83.4%
FRMI vs FROG
+88.1%
-171.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.7% |
| 7D | +10.9% | -2.2% | +13.1% | +11.1% |
| 30D | -24.3% | +3.0% | -27.3% | -24.6% |
| 3M | -21.8% | +10.3% | -32.1% | -22.8% |
| 6M | -33.0% | +116.7% | -149.7% | -37.6% |
| YTD | -32.6% | +41.9% | -74.6% | -38.5% |
| All | -83.4% | +88.1% | -171.5% | -84.0% |
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