+85.4%
FTI vs FROG
+76.4%
+9.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -2.9% |
| 7D | -5.6% | -2.2% | -3.5% | -5.6% |
| 30D | +0.4% | +3.0% | -2.6% | +0.5% |
| 3M | +8.1% | +10.3% | -2.2% | +8.2% |
| 6M | +16.7% | +116.7% | -100.0% | +16.4% |
| YTD | +70.0% | +41.9% | +28.0% | +70.0% |
| 1Y | +85.4% | +78.5% | +6.9% | +81.7% |
| All | +85.4% | +76.4% | +9.1% | +81.7% |
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 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