+318.3%
FROG vs FLR
+45.9%
+272.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.3% | -1.2% | +5.3% |
| 7D | +27.1% | +8.5% | +18.6% | +25.3% |
| 30D | +5.8% | -0.7% | +6.5% | +6.0% |
| 3M | +20.8% | -11.7% | +32.5% | +23.2% |
| 6M | +53.3% | +16.2% | +37.1% | +49.2% |
| YTD | +73.2% | +27.0% | +46.2% | +59.6% |
| 1Y | +80.3% | +10.1% | +70.2% | +72.1% |
| 3Y | +318.3% | +46.2% | +272.1% | +236.2% |
| All | +318.3% | +45.9% | +272.4% | +236.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling