+72.0%
FROG vs FDS
-20.8%
+92.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.9% |
| 7D | -5.5% | -5.4% | -0.1% | -3.2% |
| 30D | -3.1% | +1.6% | -4.7% | -3.7% |
| 3M | +1.2% | +17.7% | -16.5% | -7.9% |
| 6M | +113.7% | +29.1% | +84.6% | +84.9% |
| YTD | +38.9% | +1.0% | +37.9% | +26.3% |
| 1Y | +72.0% | -21.6% | +93.6% | +40.4% |
| All | +72.0% | -20.8% | +92.8% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling