+112.5%
ACWI vs FROG
+45.3%
+67.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.1% |
| 7D | -0.2% | +17.0% | -17.2% | -2.2% |
| 30D | -3.3% | +1.3% | -4.6% | -4.1% |
| 3M | -3.4% | +17.5% | -20.9% | -5.9% |
| 6M | +0.8% | +46.8% | -46.0% | -4.5% |
| YTD | +10.7% | +65.8% | -55.1% | +2.1% |
| 1Y | +11.6% | +61.0% | -49.4% | +3.2% |
| 3Y | +73.4% | +296.7% | -223.4% | +38.1% |
| 5Y | +60.2% | +177.8% | -117.7% | +26.3% |
| All | +112.5% | +45.3% | +67.2% | +71.6% |
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