+79.3%
FROG vs FGI
+51.2%
+28.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +0.7% |
| 7D | +48.2% | +13.5% | +34.7% | +47.4% |
| 30D | +11.4% | +17.1% | -5.7% | +10.6% |
| 3M | +28.5% | +78.0% | -49.5% | +23.1% |
| 6M | +63.7% | +46.4% | +17.3% | +56.8% |
| YTD | +77.1% | +47.7% | +29.4% | +71.8% |
| 1Y | +79.3% | +56.8% | +22.5% | +73.4% |
| All | +79.3% | +51.2% | +28.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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