+130.6%
FROG vs FTV
+4.3%
+126.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -5.5% | -0.4% | -5.1% | -5.3% |
| 30D | -3.1% | -8.3% | +5.2% | +1.8% |
| 3M | +1.2% | -7.4% | +8.6% | +5.1% |
| 6M | +113.7% | -1.2% | +114.9% | +112.6% |
| YTD | +38.9% | +2.7% | +36.2% | +33.2% |
| 1Y | +72.0% | +18.4% | +53.5% | +49.4% |
| 3Y | +217.1% | -2.0% | +219.2% | +208.6% |
| 5Y | +130.6% | +3.4% | +127.2% | +97.2% |
| All | +130.6% | +4.3% | +126.3% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling