+177.8%
FROG vs FND
-61.3%
+239.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.7% | -3.3% |
| 7D | +17.0% | +6.8% | +10.2% | +14.8% |
| 30D | +1.3% | +13.1% | -11.8% | -2.6% |
| 3M | +17.5% | -13.1% | +30.5% | +21.4% |
| 6M | +46.8% | -0.6% | +47.3% | +43.4% |
| YTD | +65.8% | -15.5% | +81.3% | +66.7% |
| 1Y | +61.0% | -13.7% | +74.7% | +60.0% |
| 3Y | +296.7% | -35.0% | +331.7% | +296.1% |
| 5Y | +177.8% | -60.1% | +237.9% | +261.9% |
| All | +177.8% | -61.3% | +239.2% | +261.9% |
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 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