+7.4%
D vs FROG
+59.4%
-52.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.2% |
| 7D | -1.4% | +12.5% | -13.9% | -1.4% |
| 30D | +7.7% | +23.5% | -15.8% | +7.6% |
| 3M | -0.3% | +19.4% | -19.7% | -0.4% |
| 6M | +10.1% | +77.0% | -66.9% | +9.2% |
| YTD | +19.1% | +81.9% | -62.8% | +17.9% |
| 1Y | +15.9% | +90.7% | -74.8% | +14.6% |
| 3Y | +75.0% | +328.5% | -253.5% | +67.3% |
| 5Y | +13.4% | +207.0% | -193.7% | +7.6% |
| All | +7.4% | +59.4% | -52.0% | +3.7% |
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