-79.9%
FSLY vs FROG
+59.4%
-139.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -4.7% |
| 7D | +4.9% | +12.5% | -7.6% | -1.3% |
| 30D | -33.5% | +23.5% | -57.1% | -40.9% |
| 3M | -44.6% | +19.4% | -64.0% | -49.6% |
| 6M | -9.2% | +77.0% | -86.2% | -33.2% |
| YTD | +63.3% | +81.9% | -18.6% | +11.6% |
| 1Y | +45.3% | +90.7% | -45.4% | -3.6% |
| 3Y | +3.7% | +328.5% | -324.8% | -64.6% |
| 5Y | -67.2% | +207.0% | -274.2% | -87.6% |
| All | -79.9% | +59.4% | -139.3% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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