+447.8%
FTNT vs FROG
+53.7%
+394.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +2.2% |
| 7D | -1.0% | +26.8% | -27.8% | -8.7% |
| 30D | -33.6% | +10.6% | -44.2% | -36.4% |
| 3M | -20.9% | +27.2% | -48.1% | -27.1% |
| 6M | +11.0% | +58.7% | -47.7% | -4.2% |
| YTD | +61.3% | +75.3% | -14.0% | +32.5% |
| 1Y | +53.1% | +71.1% | -18.0% | +26.2% |
| 3Y | +152.1% | +319.6% | -167.5% | +53.0% |
| 5Y | +90.1% | +195.7% | -105.5% | +15.1% |
| All | +447.8% | +53.7% | +394.1% | +254.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling