+54.6%
FTI vs FROG
+83.7%
-29.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -3.3% |
| 7D | -9.7% | -14.1% | +4.4% | -9.6% |
| 30D | -8.2% | -11.8% | +3.6% | -8.1% |
| 3M | -7.8% | +0.1% | -8.0% | -7.6% |
| 6M | -13.4% | +64.2% | -77.6% | -12.9% |
| YTD | +45.1% | +38.2% | +6.8% | +45.6% |
| 1Y | +54.6% | +85.4% | -30.8% | +52.2% |
| All | +54.6% | +83.7% | -29.1% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling