+85.4%
FROG vs USFR
+4.1%
+81.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -14.1% | +0.1% | -14.2% | -12.1% |
| 30D | -11.8% | +0.4% | -12.2% | -4.2% |
| 3M | +0.1% | +1.1% | -0.9% | +23.1% |
| 6M | +64.2% | +2.0% | +62.2% | +140.9% |
| YTD | +38.2% | +3.4% | +34.9% | +214.8% |
| 1Y | +85.4% | +4.1% | +81.3% | +277.6% |
| All | +85.4% | +4.1% | +81.3% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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