+108.4%
B vs FROG
+195.3%
-86.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.2% |
| 7D | -6.2% | +48.2% | -54.4% | -9.2% |
| 30D | -6.6% | +11.4% | -18.0% | -7.8% |
| 3M | -7.9% | +28.5% | -36.4% | -10.3% |
| 6M | -16.8% | +63.7% | -80.5% | -20.7% |
| YTD | -11.7% | +77.1% | -88.7% | -17.1% |
| 1Y | +3.5% | +79.3% | -75.9% | -3.0% |
| 3Y | +165.7% | +323.8% | -158.0% | +127.4% |
| 5Y | +108.4% | +198.9% | -90.5% | +78.2% |
| All | +108.4% | +195.3% | -86.9% | +78.2% |
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