+51.8%
FTI vs FROG
+72.8%
-21.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | +5.4% | +48.2% | -42.8% | +4.3% |
| 30D | -8.2% | +11.4% | -19.6% | -9.1% |
| 3M | -13.7% | +28.5% | -42.2% | -14.2% |
| 6M | -11.2% | +63.7% | -74.9% | -11.1% |
| YTD | +46.0% | +77.1% | -31.1% | +45.0% |
| 1Y | +51.8% | +79.3% | -27.6% | +50.6% |
| All | +51.8% | +72.8% | -21.0% | +50.6% |
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