+62.8%
META vs FROG
+129.7%
-66.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.7% |
| 7D | +6.7% | -11.3% | +18.0% | +9.3% |
| 30D | +4.8% | +3.6% | +1.1% | +3.3% |
| 3M | -1.6% | +1.7% | -3.3% | -3.3% |
| 6M | -7.5% | +123.5% | -131.0% | -26.6% |
| YTD | -6.4% | +40.2% | -46.6% | -18.0% |
| 1Y | -17.3% | +81.0% | -98.3% | -33.9% |
| 3Y | +109.9% | +194.8% | -84.8% | +29.8% |
| All | +62.8% | +129.7% | -66.9% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling