+79.3%
FROG vs FTV
+31.4%
+47.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +48.2% | +3.7% | +44.5% | +47.3% |
| 30D | +11.4% | +16.8% | -5.4% | +9.5% |
| 3M | +28.5% | +10.4% | +18.2% | +27.2% |
| 6M | +63.7% | +12.8% | +50.9% | +62.3% |
| YTD | +77.1% | +23.3% | +53.8% | +76.0% |
| 1Y | +79.3% | +31.0% | +48.4% | +76.4% |
| All | +79.3% | +31.4% | +47.9% | +76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling