+81.0%
FROG vs FRSH
-3.3%
+84.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -0.3% |
| 7D | -11.3% | -8.2% | -3.1% | -6.3% |
| 30D | +3.6% | +10.5% | -6.9% | -2.3% |
| 3M | +1.7% | +32.7% | -31.1% | -15.9% |
| 6M | +123.5% | +50.3% | +73.2% | +69.8% |
| YTD | +40.2% | +3.9% | +36.3% | +41.2% |
| 1Y | +81.0% | -2.2% | +83.1% | +76.8% |
| All | +81.0% | -3.3% | +84.3% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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