+8.3%
D vs FROG
+51.8%
-43.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.7% | -0.6% |
| 7D | +0.8% | +27.1% | -26.3% | +0.7% |
| 30D | +10.7% | +5.8% | +4.9% | +10.8% |
| 3M | +2.3% | +20.8% | -18.6% | +2.1% |
| 6M | +12.5% | +53.3% | -40.8% | +11.8% |
| YTD | +20.1% | +73.2% | -53.1% | +19.0% |
| 1Y | +15.6% | +80.3% | -64.7% | +14.3% |
| 3Y | +75.2% | +318.3% | -243.2% | +67.4% |
| 5Y | +14.6% | +179.9% | -165.3% | +8.8% |
| All | +8.3% | +51.8% | -43.5% | +4.6% |
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