+121.7%
FROG vs FIGR
-28.7%
+150.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | 0.0% |
| 7D | +48.2% | +22.8% | +25.4% | +43.9% |
| 30D | +11.4% | -5.8% | +17.2% | +11.7% |
| 3M | +28.5% | -16.3% | +44.9% | +29.9% |
| 6M | +63.7% | -35.0% | +98.7% | +68.6% |
| YTD | +77.1% | -37.1% | +114.2% | +80.3% |
| 1Y | +79.3% | -31.2% | +110.5% | +80.7% |
| All | +121.7% | -28.7% | +150.4% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling