+118.5%
EXC vs FROG
+51.8%
+66.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.1% | +0.1% |
| 7D | -1.7% | +27.1% | -28.8% | -1.7% |
| 30D | +9.3% | +5.8% | +3.5% | +9.5% |
| 3M | +1.0% | +20.8% | -19.8% | +1.0% |
| 6M | +5.9% | +53.3% | -47.4% | +5.5% |
| YTD | +7.6% | +73.2% | -65.6% | +6.9% |
| 1Y | +2.4% | +80.3% | -77.9% | +1.6% |
| 3Y | +30.2% | +318.3% | -288.1% | +24.7% |
| 5Y | +41.4% | +179.9% | -138.5% | +35.0% |
| All | +118.5% | +51.8% | +66.7% | +112.9% |
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