+1,356.6%
FTI vs FROG
+22.5%
+1,334.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -2.3% | -4.8% | +2.5% | -2.0% |
| 30D | +5.0% | -0.9% | +6.0% | +5.0% |
| 3M | +13.8% | +7.5% | +6.4% | +12.9% |
| 6M | +22.9% | +107.0% | -84.1% | +15.8% |
| YTD | +75.0% | +39.8% | +35.2% | +68.7% |
| 1Y | +96.9% | +74.8% | +22.1% | +85.6% |
| 3Y | +276.7% | +219.3% | +57.5% | +234.4% |
| 5Y | +1,157.0% | +133.0% | +1,024.0% | +963.7% |
| All | +1,356.6% | +22.5% | +1,334.1% | +1,071.4% |
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