+33.9%
FROG vs FDS
-8.7%
+42.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +1.2% |
| 7D | -5.5% | -5.4% | -0.1% | -2.8% |
| 30D | -3.1% | +1.6% | -4.7% | -3.9% |
| 3M | +1.2% | +17.7% | -16.5% | -9.0% |
| 6M | +113.7% | +29.1% | +84.6% | +81.5% |
| YTD | +38.9% | +1.0% | +37.9% | +33.7% |
| 1Y | +72.0% | -21.6% | +93.6% | +87.1% |
| 3Y | +217.1% | -30.1% | +247.2% | +263.4% |
| 5Y | +130.6% | -20.7% | +151.3% | +144.4% |
| All | +33.9% | -8.7% | +42.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling