+987.4%
ASX vs FROG
+59.4%
+928.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.8% | -2.6% |
| 7D | +12.4% | +12.5% | -0.1% | +9.9% |
| 30D | -19.8% | +23.5% | -43.3% | -23.3% |
| 3M | -10.3% | +19.4% | -29.7% | -14.1% |
| 6M | +1.2% | +77.0% | -75.8% | -10.2% |
| YTD | +123.0% | +81.9% | +41.2% | +92.2% |
| 1Y | +145.4% | +90.7% | +54.8% | +109.2% |
| 3Y | +368.6% | +328.5% | +40.1% | +216.8% |
| 5Y | +486.0% | +207.0% | +279.0% | +294.4% |
| All | +987.4% | +59.4% | +928.0% | +662.8% |
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