+161.7%
ALL vs FROG
+195.3%
-33.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.7% |
| 7D | 0.0% | +48.2% | -48.2% | 0.0% |
| 30D | +12.8% | +11.4% | +1.4% | +13.1% |
| 3M | +4.7% | +28.5% | -23.9% | +4.6% |
| 6M | +24.9% | +63.7% | -38.8% | +24.2% |
| YTD | +30.0% | +77.1% | -47.1% | +29.0% |
| 1Y | +29.9% | +79.3% | -49.4% | +28.8% |
| 3Y | +117.5% | +323.8% | -206.2% | +104.9% |
| 5Y | +161.7% | +198.9% | -37.2% | +146.9% |
| All | +161.7% | +195.3% | -33.6% | +146.9% |
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