+205.0%
FTI vs FROG
+299.7%
-94.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.2% |
| 7D | -3.3% | +17.0% | -20.3% | -4.9% |
| 30D | -7.2% | +1.3% | -8.5% | -7.9% |
| 3M | -12.9% | +17.5% | -30.3% | -14.6% |
| 6M | -7.9% | +46.8% | -54.6% | -11.7% |
| YTD | +45.2% | +65.8% | -20.6% | +36.5% |
| 1Y | +48.1% | +61.0% | -12.9% | +39.6% |
| 3Y | +205.0% | +296.7% | -91.8% | +147.2% |
| All | +205.0% | +299.7% | -94.7% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling