+81.0%
FROG vs USFR
+4.0%
+77.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.1% |
| 7D | -11.3% | +0.1% | -11.3% | -10.6% |
| 30D | +3.6% | +0.3% | +3.3% | +7.1% |
| 3M | +1.7% | +1.0% | +0.7% | +11.9% |
| 6M | +123.5% | +1.9% | +121.6% | +206.1% |
| YTD | +40.2% | +2.6% | +37.6% | +93.5% |
| 1Y | +81.0% | +4.0% | +77.0% | +124.0% |
| All | +81.0% | +4.0% | +77.0% | +124.0% |
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