+53.3%
B vs FROG
+53.7%
-0.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.3% | -2.0% |
| 7D | -2.7% | +26.8% | -29.5% | -4.6% |
| 30D | -4.3% | +10.6% | -14.9% | -5.4% |
| 3M | -2.3% | +27.2% | -29.5% | -4.6% |
| 6M | -16.2% | +58.7% | -74.9% | -19.6% |
| YTD | -8.8% | +75.3% | -84.2% | -13.9% |
| 1Y | +11.4% | +71.1% | -59.7% | +5.2% |
| 3Y | +174.3% | +319.6% | -145.3% | +139.8% |
| 5Y | +116.2% | +195.7% | -79.5% | +88.0% |
| All | +53.3% | +53.7% | -0.4% | +30.9% |
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 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