+34.6%
FROG vs FWONK
+164.6%
-130.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +1.3% | -7.7% | +9.1% | +5.4% |
| 3M | +11.1% | +5.7% | +5.4% | +7.6% |
| 6M | +108.3% | +13.5% | +94.9% | +94.6% |
| YTD | +39.6% | -3.0% | +42.5% | +40.3% |
| 1Y | +74.7% | -6.4% | +81.2% | +77.9% |
| 3Y | +224.1% | +43.8% | +180.3% | +158.2% |
| 5Y | +138.4% | +98.6% | +39.8% | +64.3% |
| All | +34.6% | +164.6% | -130.1% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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