+1,394.6%
FTI vs FROG
+22.9%
+1,371.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | +5.3% | -11.3% | +16.6% | +6.0% |
| 30D | +15.3% | +3.6% | +11.7% | +14.9% |
| 3M | +15.8% | +1.7% | +14.1% | +15.2% |
| 6M | +22.6% | +123.5% | -100.9% | +14.8% |
| YTD | +79.5% | +40.2% | +39.3% | +73.1% |
| 1Y | +102.0% | +81.0% | +21.0% | +89.8% |
| 3Y | +315.8% | +194.8% | +121.1% | +270.6% |
| 5Y | +1,129.5% | +131.8% | +997.7% | +939.3% |
| All | +1,394.6% | +22.9% | +1,371.7% | +1,101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling