+568.3%
FTNT vs FROG
+22.9%
+545.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.8% |
| 7D | -5.8% | -11.3% | +5.4% | -2.8% |
| 30D | -4.8% | +3.6% | -8.4% | -5.8% |
| 3M | +4.4% | +1.7% | +2.8% | +3.3% |
| 6M | +88.8% | +123.5% | -34.7% | +51.4% |
| YTD | +96.8% | +40.2% | +56.6% | +74.6% |
| 1Y | +104.5% | +81.0% | +23.5% | +67.7% |
| 3Y | +156.8% | +194.8% | -38.0% | +73.7% |
| 5Y | +144.1% | +131.8% | +12.3% | +59.6% |
| All | +568.3% | +22.9% | +545.4% | +367.4% |
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