+70.7%
FROG vs FLR
+458.3%
-387.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.4% |
| 7D | +48.2% | +10.1% | +38.1% | +45.9% |
| 30D | +11.4% | -0.5% | +11.9% | +11.7% |
| 3M | +28.5% | -4.8% | +33.4% | +29.6% |
| 6M | +63.7% | +10.7% | +53.0% | +60.8% |
| YTD | +77.1% | +25.0% | +52.1% | +67.1% |
| 1Y | +79.3% | +8.3% | +71.1% | +73.7% |
| 3Y | +323.8% | +36.8% | +286.9% | +281.3% |
| 5Y | +198.9% | +121.8% | +77.2% | +152.8% |
| All | +70.7% | +458.3% | -387.6% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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