+267.0%
FROG vs FGI
-70.4%
+337.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.5% | -10.9% | -3.6% |
| 7D | -11.3% | +0.5% | -11.8% | -11.3% |
| 30D | +3.6% | +65.4% | -61.8% | +0.4% |
| 3M | +1.7% | +23.5% | -21.8% | -1.1% |
| 6M | +123.5% | +60.5% | +63.0% | +113.2% |
| YTD | +40.2% | +30.0% | +10.2% | +34.6% |
| 1Y | +81.0% | +82.1% | -1.1% | +68.5% |
| 3Y | +194.8% | -4.4% | +199.1% | +172.9% |
| All | +267.0% | -70.4% | +337.3% | +262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling