+205.2%
ALL vs FROG
+51.8%
+153.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.4% |
| 7D | -3.9% | +27.1% | -31.0% | -3.8% |
| 30D | +10.6% | +5.8% | +4.8% | +10.9% |
| 3M | -4.6% | +20.8% | -25.4% | -4.5% |
| 6M | +20.2% | +53.3% | -33.1% | +19.8% |
| YTD | +23.7% | +73.2% | -49.5% | +23.0% |
| 1Y | +27.9% | +80.3% | -52.4% | +27.0% |
| 3Y | +109.2% | +318.3% | -209.2% | +101.2% |
| 5Y | +148.0% | +179.9% | -31.9% | +135.9% |
| All | +205.2% | +51.8% | +153.4% | +190.8% |
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