+201.1%
FROG vs FDS
-27.9%
+229.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -1.6% |
| 7D | -11.3% | -1.9% | -9.4% | -10.4% |
| 30D | +3.6% | +9.0% | -5.4% | -0.5% |
| 3M | +1.7% | +18.9% | -17.2% | -8.5% |
| 6M | +123.5% | +35.1% | +88.4% | +86.7% |
| YTD | +40.2% | +5.5% | +34.8% | +30.8% |
| 1Y | +81.0% | -16.8% | +97.8% | +87.2% |
| All | +201.1% | -27.9% | +229.0% | +214.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling