+131.8%
META vs FROG
+4.7%
+127.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.6% | +9.6% | -1.3% |
| 7D | -3.1% | -24.5% | +21.4% | +2.1% |
| 30D | -18.1% | -24.3% | +6.1% | -14.0% |
| 3M | +2.9% | -11.7% | +14.6% | +4.1% |
| 6M | +0.2% | +37.1% | -37.0% | -9.7% |
| YTD | -8.1% | +19.5% | -27.6% | -16.7% |
| 1Y | -4.5% | +61.8% | -66.3% | -20.9% |
| 3Y | +94.2% | +178.1% | -83.9% | +28.8% |
| 5Y | +79.1% | +91.2% | -12.2% | +19.3% |
| All | +131.8% | +4.7% | +127.1% | +63.0% |
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