+35.2%
FROG vs FLR
+533.1%
-497.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.9% |
| 7D | -11.3% | +5.4% | -16.7% | -12.1% |
| 30D | +3.6% | +11.4% | -7.7% | +1.8% |
| 3M | +1.7% | +11.4% | -9.7% | -0.3% |
| 6M | +123.5% | +16.6% | +106.9% | +115.0% |
| YTD | +40.2% | +41.7% | -1.5% | +29.6% |
| 1Y | +81.0% | +35.4% | +45.6% | +68.5% |
| 3Y | +194.8% | +57.3% | +137.4% | +159.2% |
| 5Y | +131.8% | +241.0% | -109.2% | +91.7% |
| All | +35.2% | +533.1% | -497.9% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling