+51.8%
FTNT vs FROG
+83.7%
-31.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.7% |
| 7D | -25.7% | -14.1% | -11.6% | -22.1% |
| 30D | -29.7% | -11.8% | -18.0% | -27.1% |
| 3M | -23.1% | +0.1% | -23.3% | -22.9% |
| 6M | +45.0% | +64.2% | -19.2% | +29.4% |
| YTD | +62.9% | +38.2% | +24.7% | +45.5% |
| 1Y | +51.8% | +85.4% | -33.6% | +32.9% |
| All | +51.8% | +83.7% | -31.9% | +32.9% |
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