+11.0%
FTNT vs FROG
+58.7%
-47.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +2.2% |
| 7D | -1.0% | +26.8% | -27.8% | -6.7% |
| 30D | -33.6% | +10.6% | -44.2% | -33.5% |
| 3M | -20.9% | +27.2% | -48.1% | -24.8% |
| 6M | +11.0% | +58.7% | -47.7% | -5.3% |
| All | +11.0% | +58.7% | -47.7% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling