-4.2%
INFY vs FROG
+22.3%
-26.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.6% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -9.9% | +1.3% | -11.2% | -10.2% |
| 3M | -4.6% | +11.1% | -15.7% | -6.2% |
| 6M | -18.5% | +108.3% | -126.8% | -25.7% |
| YTD | -36.5% | +39.6% | -76.1% | -40.1% |
| 1Y | -32.8% | +74.7% | -107.5% | -38.5% |
| 3Y | -32.2% | +224.1% | -256.3% | -44.3% |
| 5Y | -44.7% | +138.4% | -183.1% | -54.9% |
| All | -4.2% | +22.3% | -26.5% | -19.8% |
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 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