+50.3%
TER vs FROG
+72.4%
-22.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.5% | +7.6% |
| 7D | +5.9% | +26.8% | -20.9% | +3.1% |
| 30D | -30.8% | +10.6% | -41.4% | -32.1% |
| 3M | -29.9% | +27.2% | -57.1% | -31.3% |
| 6M | -27.5% | +58.7% | -86.1% | -28.8% |
| YTD | +37.5% | +75.3% | -37.9% | +33.8% |
| 1Y | +50.3% | +71.1% | -20.8% | +46.7% |
| All | +50.3% | +72.4% | -22.1% | +46.7% |
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 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