+951.0%
ASX vs FROG
+51.8%
+899.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.1% | +1.5% | +7.3% |
| 7D | -12.3% | +27.1% | -39.4% | -16.4% |
| 30D | -26.0% | +5.8% | -31.8% | -27.2% |
| 3M | -8.1% | +20.8% | -28.9% | -12.1% |
| 6M | +1.4% | +53.3% | -51.9% | -7.7% |
| YTD | +115.6% | +73.2% | +42.4% | +87.6% |
| 1Y | +128.0% | +80.3% | +47.7% | +96.5% |
| 3Y | +371.4% | +318.3% | +53.1% | +220.0% |
| 5Y | +469.4% | +179.9% | +289.5% | +289.1% |
| All | +951.0% | +51.8% | +899.2% | +644.5% |
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