+323.0%
FROG vs FGI
-70.6%
+393.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.8% | +36.1% | +35.4% |
| 7D | +7.0% | -7.0% | +13.9% | +7.2% |
| 30D | +2.9% | -4.2% | +7.1% | +3.0% |
| 3M | +21.6% | +55.6% | -34.0% | +17.9% |
| 6M | +87.7% | -3.2% | +90.8% | +83.1% |
| YTD | +61.7% | +29.1% | +32.5% | +55.1% |
| 1Y | +113.7% | +51.0% | +62.7% | +103.2% |
| 3Y | +267.7% | +1.5% | +266.2% | +238.6% |
| All | +323.0% | -70.6% | +393.6% | +317.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling