+504.7%
ASX vs FROG
+170.5%
+334.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.5% | +4.1% |
| 7D | -9.1% | +17.0% | -26.2% | -12.3% |
| 30D | -23.6% | +1.3% | -24.9% | -24.3% |
| 3M | -5.6% | +17.5% | -23.1% | -9.6% |
| 6M | +4.7% | +46.8% | -42.1% | -4.5% |
| YTD | +122.6% | +65.8% | +56.8% | +93.5% |
| 1Y | +133.0% | +61.0% | +72.0% | +103.4% |
| 3Y | +367.1% | +296.7% | +70.4% | +201.0% |
| 5Y | +504.7% | +177.8% | +326.9% | +280.0% |
| All | +504.7% | +170.5% | +334.2% | +280.0% |
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