+4.5%
D vs FROG
+22.9%
-18.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.4% |
| 7D | +1.5% | -11.3% | +12.7% | +1.6% |
| 30D | -2.6% | +3.6% | -6.2% | -2.7% |
| 3M | 0.0% | +1.7% | -1.7% | -0.1% |
| 6M | +7.4% | +123.5% | -116.2% | +5.8% |
| YTD | +15.9% | +40.2% | -24.4% | +15.0% |
| 1Y | +18.1% | +81.0% | -62.9% | +16.3% |
| 3Y | +58.4% | +194.8% | -136.4% | +51.9% |
| 5Y | +5.2% | +131.8% | -126.6% | -0.1% |
| All | +4.5% | +22.9% | -18.4% | +1.1% |
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