+31.7%
EXC vs FROG
+323.8%
-292.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | +0.1% |
| 7D | -1.9% | +48.2% | -50.2% | -0.5% |
| 30D | +7.8% | +11.4% | -3.6% | +8.6% |
| 3M | +1.9% | +28.5% | -26.7% | +3.0% |
| 6M | +3.4% | +63.7% | -60.4% | +5.0% |
| YTD | +7.6% | +77.1% | -69.5% | +9.6% |
| 1Y | +2.1% | +79.3% | -77.2% | +4.1% |
| All | +31.7% | +323.8% | -292.1% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling