+34.8%
FROG vs FND
-37.4%
+72.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | -0.9% | -19.6% | +18.6% | +5.5% |
| 3M | +7.5% | -4.3% | +11.8% | +7.3% |
| 6M | +107.0% | -20.4% | +127.5% | +116.7% |
| YTD | +39.8% | -21.9% | +61.7% | +44.7% |
| 1Y | +74.8% | -45.2% | +120.0% | +104.1% |
| 3Y | +219.3% | -49.2% | +268.5% | +255.9% |
| 5Y | +133.0% | -61.8% | +194.8% | +169.3% |
| All | +34.8% | -37.4% | +72.2% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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