-55.6%
FSLY vs FROG
+129.7%
-185.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -0.8% |
| 7D | -10.6% | -11.3% | +0.6% | -4.7% |
| 30D | -20.9% | +3.6% | -24.5% | -22.4% |
| 3M | +3.4% | +1.7% | +1.7% | +1.1% |
| 6M | +2.7% | +123.5% | -120.8% | -36.7% |
| YTD | +102.3% | +40.2% | +62.0% | +54.8% |
| 1Y | +182.1% | +81.0% | +101.1% | +81.8% |
| 3Y | -14.6% | +194.8% | -209.3% | -69.5% |
| All | -55.6% | +129.7% | -185.3% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling