+179.3%
EXE vs FROG
+28.9%
+150.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -1.8% | -5.5% | +3.7% | -1.4% |
| 30D | +6.4% | -3.1% | +9.5% | +6.4% |
| 3M | +9.2% | +1.2% | +8.0% | +8.7% |
| 6M | -7.0% | +113.7% | -120.7% | -12.9% |
| YTD | -9.5% | +38.9% | -48.3% | -12.8% |
| 1Y | +6.2% | +72.0% | -65.8% | -0.2% |
| 3Y | +20.7% | +217.1% | -196.4% | +5.0% |
| 5Y | +103.6% | +130.6% | -27.0% | +74.8% |
| All | +179.3% | +28.9% | +150.4% | +140.8% |
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