+27.7%
EXC vs FROG
+274.0%
-246.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +35.3% | -37.3% | -0.8% |
| 7D | -1.2% | +7.0% | -8.2% | -0.7% |
| 30D | +10.0% | +2.9% | +7.1% | +10.5% |
| 3M | +1.6% | +21.6% | -20.0% | +2.5% |
| 6M | +3.3% | +87.7% | -84.4% | +4.9% |
| YTD | +7.6% | +61.7% | -54.1% | +9.2% |
| 1Y | +3.5% | +113.7% | -110.2% | +5.2% |
| 3Y | +27.7% | +267.7% | -240.1% | +20.6% |
| All | +27.7% | +274.0% | -246.3% | +20.6% |
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