+77.7%
FROG vs FIGR
+1.6%
+76.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.0% |
| 7D | -2.2% | +1.0% | -3.2% | -2.3% |
| 30D | +3.0% | +31.4% | -28.4% | -0.6% |
| 3M | +10.3% | +30.3% | -20.0% | +6.3% |
| 6M | +116.7% | -7.6% | +124.3% | +114.8% |
| YTD | +41.9% | -10.5% | +52.4% | +39.7% |
| All | +77.7% | +1.6% | +76.1% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FIGR 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling