+228.2%
C vs FROG
+45.3%
+182.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.6% |
| 7D | -0.4% | +17.0% | -17.4% | -2.3% |
| 30D | -5.2% | +1.3% | -6.5% | -5.9% |
| 3M | -9.1% | +17.5% | -26.6% | -11.5% |
| 6M | -1.6% | +46.8% | -48.4% | -6.7% |
| YTD | +6.9% | +65.8% | -58.8% | -1.3% |
| 1Y | +23.0% | +61.0% | -38.0% | +13.8% |
| 3Y | +216.1% | +296.7% | -80.6% | +157.9% |
| 5Y | +112.2% | +177.8% | -65.6% | +68.4% |
| All | +228.2% | +45.3% | +182.9% | +158.1% |
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