+4.4%
EXC vs FROG
+83.7%
-79.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -1.2% |
| 7D | +0.3% | -11.3% | +11.6% | -0.1% |
| 30D | -3.7% | +3.6% | -7.4% | -3.6% |
| 3M | -1.3% | +1.7% | -3.0% | -1.0% |
| 6M | -9.7% | +123.5% | -133.2% | -8.1% |
| YTD | +2.9% | +40.2% | -37.4% | +4.1% |
| 1Y | +4.4% | +81.0% | -76.6% | +5.5% |
| All | +4.4% | +83.7% | -79.3% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling