+1,140.4%
FTI vs FROG
+59.4%
+1,081.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.9% |
| 7D | +4.3% | +12.5% | -8.2% | +3.5% |
| 30D | -4.7% | +23.5% | -28.2% | -6.5% |
| 3M | -13.5% | +19.4% | -32.9% | -15.1% |
| 6M | -8.7% | +77.0% | -85.7% | -13.0% |
| YTD | +49.0% | +81.9% | -32.9% | +40.4% |
| 1Y | +54.0% | +90.7% | -36.6% | +44.4% |
| 3Y | +211.6% | +328.5% | -116.9% | +170.3% |
| 5Y | +881.9% | +207.0% | +674.8% | +713.5% |
| All | +1,140.4% | +59.4% | +1,081.0% | +874.7% |
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