+267.7%
FROG vs FDS
-23.2%
+290.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -3.7% | +39.0% | +36.8% |
| 7D | +7.0% | -0.5% | +7.5% | +6.2% |
| 30D | +2.9% | +20.2% | -17.3% | -7.0% |
| 3M | +21.6% | +19.9% | +1.7% | +9.8% |
| 6M | +87.7% | +56.2% | +31.5% | +44.7% |
| YTD | +61.7% | +14.6% | +47.1% | +42.1% |
| 1Y | +113.7% | +31.6% | +82.1% | +75.1% |
| 3Y | +267.7% | -23.8% | +291.6% | +275.2% |
| All | +267.7% | -23.2% | +290.9% | +275.2% |
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