+138.0%
B vs FROG
+160.8%
-22.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +35.3% | -34.8% | -2.0% |
| 7D | +9.6% | +7.0% | +2.6% | +8.6% |
| 30D | +3.5% | +2.9% | +0.6% | +2.8% |
| 3M | -1.6% | +21.6% | -23.2% | -3.8% |
| 6M | -1.7% | +87.7% | -89.3% | -7.4% |
| YTD | -5.3% | +61.7% | -67.0% | -10.5% |
| 1Y | +27.2% | +113.7% | -86.5% | +17.5% |
| 3Y | +166.1% | +267.7% | -101.6% | +130.9% |
| All | +138.0% | +160.8% | -22.8% | +103.2% |
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