+117.9%
EXC vs FROG
+45.3%
+72.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.3% |
| 7D | +0.1% | +17.0% | -17.0% | +0.1% |
| 30D | +9.0% | +1.3% | +7.7% | +9.2% |
| 3M | +3.3% | +17.5% | -14.2% | +3.3% |
| 6M | +5.7% | +46.8% | -41.1% | +5.3% |
| YTD | +7.3% | +65.8% | -58.4% | +6.6% |
| 1Y | +2.9% | +61.0% | -58.1% | +2.3% |
| 3Y | +29.3% | +296.7% | -267.4% | +23.8% |
| 5Y | +40.1% | +177.8% | -137.8% | +33.6% |
| All | +117.9% | +45.3% | +72.6% | +112.4% |
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