+34.8%
FROG vs FTV
+17.2%
+17.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -4.8% | -1.3% | -3.5% | -4.2% |
| 30D | -0.9% | -9.5% | +8.6% | +3.9% |
| 3M | +7.5% | -10.9% | +18.4% | +13.1% |
| 6M | +107.0% | -0.6% | +107.6% | +105.8% |
| YTD | +39.8% | +1.4% | +38.4% | +36.2% |
| 1Y | +74.8% | +17.6% | +57.2% | +56.8% |
| 3Y | +219.3% | -3.3% | +222.5% | +214.9% |
| 5Y | +133.0% | -0.1% | +133.1% | +106.1% |
| All | +34.8% | +17.2% | +17.6% | +17.5% |
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