+278.4%
FTI vs FROG
+202.6%
+75.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -0.2% | -5.5% | +5.3% | +0.2% |
| 30D | +12.3% | -3.1% | +15.5% | +12.5% |
| 3M | +13.8% | +1.2% | +12.5% | +13.2% |
| 6M | +24.3% | +113.7% | -89.4% | +14.7% |
| YTD | +75.8% | +38.9% | +36.9% | +68.4% |
| 1Y | +99.6% | +72.0% | +27.7% | +84.8% |
| 3Y | +278.4% | +217.1% | +61.3% | +206.2% |
| All | +278.4% | +202.6% | +75.8% | +206.2% |
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