+142.5%
FROG vs FRSH
-72.0%
+214.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +4.0% | +1.1% |
| 7D | -5.5% | -10.1% | +4.6% | -1.2% |
| 30D | -3.1% | +2.2% | -5.3% | -3.8% |
| 3M | +1.2% | +28.6% | -27.3% | -9.4% |
| 6M | +113.7% | +40.2% | +73.5% | +84.5% |
| YTD | +38.9% | -1.2% | +40.1% | +37.4% |
| 1Y | +72.0% | -7.9% | +79.9% | +75.1% |
| 3Y | +217.1% | -44.7% | +261.9% | +272.1% |
| All | +142.5% | -72.0% | +214.6% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling