+65.9%
B vs FROG
+51.8%
+14.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +3.7% |
| 7D | +11.3% | +27.1% | -15.8% | +9.1% |
| 30D | +2.9% | +5.8% | -2.9% | +2.1% |
| 3M | -2.9% | +20.8% | -23.7% | -4.8% |
| 6M | -1.2% | +53.3% | -54.5% | -5.0% |
| YTD | -1.3% | +73.2% | -74.5% | -6.8% |
| 1Y | +30.4% | +80.3% | -49.9% | +22.8% |
| 3Y | +195.3% | +318.3% | -123.1% | +158.2% |
| 5Y | +146.2% | +179.9% | -33.7% | +114.7% |
| All | +65.9% | +51.8% | +14.1% | +41.8% |
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