+35.2%
FROG vs FTV
+19.6%
+15.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -11.3% | -4.5% | -6.8% | -9.3% |
| 30D | +3.6% | -7.1% | +10.7% | +7.4% |
| 3M | +1.7% | -7.2% | +8.8% | +4.8% |
| 6M | +123.5% | -1.5% | +125.0% | +123.2% |
| YTD | +40.2% | +3.5% | +36.8% | +35.3% |
| 1Y | +81.0% | +20.3% | +60.6% | +60.6% |
| 3Y | +194.8% | -3.1% | +197.9% | +190.6% |
| 5Y | +131.8% | +2.3% | +129.5% | +103.2% |
| All | +35.2% | +19.6% | +15.7% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling