+61.0%
FROG vs FND
-13.4%
+74.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.7% | -4.4% |
| 7D | +17.0% | +6.8% | +10.2% | +17.7% |
| 30D | +1.3% | +13.1% | -11.8% | +2.3% |
| 3M | +17.5% | -13.1% | +30.5% | +17.3% |
| 6M | +46.8% | -0.6% | +47.3% | +48.6% |
| YTD | +65.8% | -15.5% | +81.3% | +64.7% |
| 1Y | +61.0% | -13.7% | +74.7% | +59.9% |
| All | +61.0% | -13.4% | +74.4% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling