+34.8%
FROG vs FLR
+518.2%
-483.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.8% | +1.2% |
| 7D | -4.8% | -3.1% | -1.7% | -4.3% |
| 30D | -0.9% | +4.9% | -5.9% | -1.7% |
| 3M | +7.5% | +10.8% | -3.4% | +5.5% |
| 6M | +107.0% | +19.7% | +87.4% | +98.2% |
| YTD | +39.8% | +38.4% | +1.4% | +29.7% |
| 1Y | +74.8% | +34.7% | +40.1% | +62.8% |
| 3Y | +219.3% | +56.7% | +162.6% | +181.0% |
| 5Y | +133.0% | +241.6% | -108.6% | +93.5% |
| All | +34.8% | +518.2% | -483.4% | +39.7% |
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