+572.3%
FTNT vs FROG
+22.5%
+549.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | +1.7% | -4.8% | +6.5% | +3.0% |
| 30D | -4.3% | -0.9% | -3.3% | -4.0% |
| 3M | +13.6% | +7.5% | +6.1% | +10.7% |
| 6M | +87.6% | +107.0% | -19.4% | +53.4% |
| YTD | +98.0% | +39.8% | +58.2% | +75.8% |
| 1Y | +96.9% | +74.8% | +22.1% | +63.0% |
| 3Y | +145.4% | +219.3% | -73.9% | +62.2% |
| 5Y | +153.0% | +133.0% | +20.0% | +65.4% |
| All | +572.3% | +22.5% | +549.8% | +370.5% |
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