+167.4%
FROG vs FDS
-22.8%
+190.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -3.7% | +39.0% | +37.1% |
| 7D | +7.0% | -0.5% | +7.5% | +6.1% |
| 30D | +2.9% | +20.2% | -17.3% | -8.2% |
| 3M | +21.6% | +19.9% | +1.7% | +8.3% |
| 6M | +87.7% | +56.2% | +31.5% | +40.4% |
| YTD | +61.7% | +14.6% | +47.1% | +42.5% |
| 1Y | +113.7% | +31.6% | +82.1% | +73.1% |
| 3Y | +267.7% | -23.8% | +291.6% | +299.3% |
| All | +167.4% | -22.8% | +190.1% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling