+1,168.7%
FTI vs FROG
+125.4%
+1,043.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -0.2% | -5.5% | +5.3% | +0.4% |
| 30D | +12.3% | -3.1% | +15.5% | +12.5% |
| 3M | +13.8% | +1.2% | +12.5% | +12.9% |
| 6M | +24.3% | +113.7% | -89.4% | +12.4% |
| YTD | +75.8% | +38.9% | +36.9% | +65.8% |
| 1Y | +99.6% | +72.0% | +27.7% | +81.5% |
| 3Y | +278.4% | +217.1% | +61.3% | +203.5% |
| 5Y | +1,168.7% | +130.6% | +1,038.1% | +970.2% |
| All | +1,168.7% | +125.4% | +1,043.3% | +970.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling