+112.4%
C vs FROG
+195.3%
-82.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +4.7% | +48.2% | -43.5% | -0.6% |
| 30D | +0.2% | +11.4% | -11.2% | -1.9% |
| 3M | -9.3% | +28.5% | -37.9% | -13.3% |
| 6M | -0.8% | +63.7% | -64.6% | -8.6% |
| YTD | +8.5% | +77.1% | -68.6% | -2.8% |
| 1Y | +23.1% | +79.3% | -56.2% | +9.9% |
| 3Y | +220.8% | +323.8% | -103.0% | +137.8% |
| 5Y | +112.4% | +198.9% | -86.5% | +55.5% |
| All | +112.4% | +195.3% | -82.9% | +55.5% |
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