+227.4%
C vs FROG
+51.8%
+175.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.7% | +1.8% |
| 7D | -0.9% | +27.1% | -28.0% | -3.6% |
| 30D | -5.4% | +5.8% | -11.2% | -6.5% |
| 3M | -9.2% | +20.8% | -30.0% | -11.7% |
| 6M | -1.8% | +53.3% | -55.2% | -7.3% |
| YTD | +6.7% | +73.2% | -66.5% | -1.9% |
| 1Y | +23.5% | +80.3% | -56.8% | +12.9% |
| 3Y | +219.8% | +318.3% | -98.5% | +159.6% |
| 5Y | +112.4% | +179.9% | -67.5% | +67.8% |
| All | +227.4% | +51.8% | +175.6% | +156.4% |
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