+35.2%
FROG vs FCUV
-98.2%
+133.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.7% | +10.3% | -3.3% |
| 7D | -11.3% | +62.8% | -74.1% | -11.5% |
| 30D | +3.6% | +66.5% | -62.9% | +3.2% |
| 3M | +1.7% | +459.9% | -458.3% | -1.7% |
| 6M | +123.5% | -12.4% | +135.9% | +119.4% |
| YTD | +40.2% | -47.5% | +87.8% | +38.5% |
| 1Y | +81.0% | -80.5% | +161.5% | +80.2% |
| 3Y | +194.8% | -97.6% | +292.4% | +194.6% |
| 5Y | +131.8% | -99.5% | +231.4% | +135.9% |
| All | +35.2% | -98.2% | +133.4% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling