+2.6%
META vs FROG
+63.0%
-60.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.2% |
| 7D | +3.3% | +17.0% | -13.7% | +2.6% |
| 30D | -10.8% | +1.3% | -12.0% | -11.2% |
| 3M | +7.9% | +17.5% | -9.6% | +7.3% |
| 6M | +5.4% | +46.8% | -41.4% | +4.8% |
| YTD | -2.6% | +65.8% | -68.4% | -5.4% |
| All | +2.6% | +63.0% | -60.4% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling