+106.6%
EXE vs FROG
+129.7%
-23.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.9% |
| 7D | -0.3% | -11.3% | +11.0% | +0.5% |
| 30D | +8.5% | +3.6% | +4.8% | +8.0% |
| 3M | +5.5% | +1.7% | +3.8% | +4.8% |
| 6M | -5.9% | +123.5% | -129.4% | -13.0% |
| YTD | -9.7% | +40.2% | -50.0% | -13.5% |
| 1Y | +3.6% | +81.0% | -77.4% | -4.0% |
| 3Y | +18.0% | +194.8% | -176.7% | +0.9% |
| All | +106.6% | +129.7% | -23.1% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling