+133.0%
FROG vs FCUV
-99.9%
+232.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | +0.7% |
| 7D | -4.8% | -63.8% | +58.9% | -4.5% |
| 30D | -0.9% | -14.7% | +13.7% | -1.2% |
| 3M | +7.5% | +65.3% | -57.9% | +4.2% |
| 6M | +107.0% | -68.5% | +175.5% | +104.9% |
| YTD | +39.8% | -83.0% | +122.8% | +40.3% |
| 1Y | +74.8% | -94.4% | +169.2% | +78.5% |
| 3Y | +219.3% | -99.3% | +318.5% | +248.1% |
| 5Y | +133.0% | -99.9% | +232.8% | +170.8% |
| All | +133.0% | -99.9% | +232.8% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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