+1,115.3%
FTI vs FROG
+55.2%
+1,060.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +5.4% | +48.2% | -42.8% | +2.3% |
| 30D | -8.2% | +11.4% | -19.6% | -9.3% |
| 3M | -13.7% | +28.5% | -42.2% | -15.7% |
| 6M | -11.2% | +63.7% | -74.9% | -14.9% |
| YTD | +46.0% | +77.1% | -31.1% | +37.8% |
| 1Y | +51.8% | +79.3% | -27.6% | +43.0% |
| 3Y | +206.7% | +323.8% | -117.0% | +166.3% |
| 5Y | +862.0% | +198.9% | +663.1% | +698.5% |
| All | +1,115.3% | +55.2% | +1,060.2% | +856.7% |
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