+130.6%
FROG vs FLR
+248.0%
-117.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -5.5% | +0.7% | -6.2% | -5.6% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | +1.2% | +14.3% | -13.1% | -2.2% |
| 6M | +113.7% | +25.6% | +88.1% | +97.8% |
| YTD | +38.9% | +42.9% | -4.0% | +22.9% |
| 1Y | +72.0% | +38.7% | +33.2% | +53.0% |
| 3Y | +217.1% | +61.8% | +155.3% | +149.5% |
| 5Y | +130.6% | +254.1% | -123.5% | +30.3% |
| All | +130.6% | +248.0% | -117.4% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling