+59.8%
FROG vs FTV
+42.2%
+17.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.7% |
| 7D | +17.0% | +1.4% | +15.6% | +16.6% |
| 30D | +1.3% | +18.3% | -17.0% | -6.2% |
| 3M | +17.5% | +9.8% | +7.7% | +12.5% |
| 6M | +46.8% | +12.3% | +34.4% | +38.3% |
| YTD | +65.8% | +23.1% | +42.7% | +47.5% |
| 1Y | +61.0% | +32.5% | +28.5% | +37.5% |
| 3Y | +296.7% | +38.3% | +258.4% | +229.4% |
| 5Y | +177.8% | +16.8% | +161.0% | +125.0% |
| All | +59.8% | +42.2% | +17.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling