+444.0%
FTNT vs FROG
+59.4%
+384.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.5% |
| 7D | +7.1% | +12.5% | -5.4% | +3.8% |
| 30D | -30.9% | +23.5% | -54.4% | -35.7% |
| 3M | -23.1% | +19.4% | -42.5% | -27.9% |
| 6M | +8.1% | +77.0% | -68.9% | -9.2% |
| YTD | +60.2% | +81.9% | -21.7% | +30.3% |
| 1Y | +57.0% | +90.7% | -33.7% | +25.9% |
| 3Y | +152.9% | +328.5% | -175.6% | +52.7% |
| 5Y | +85.9% | +207.0% | -121.1% | +11.4% |
| All | +444.0% | +59.4% | +384.6% | +248.8% |
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