+130.6%
FROG vs FND
-61.9%
+192.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.3% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | -3.1% | -23.6% | +20.4% | +4.4% |
| 3M | +1.2% | +4.3% | -3.1% | -1.8% |
| 6M | +113.7% | -20.3% | +134.0% | +123.4% |
| YTD | +38.9% | -21.3% | +60.2% | +43.4% |
| 1Y | +72.0% | -45.4% | +117.4% | +100.9% |
| 3Y | +217.1% | -48.9% | +266.0% | +251.1% |
| 5Y | +130.6% | -61.0% | +191.6% | +156.8% |
| All | +130.6% | -61.9% | +192.5% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling