+178.5%
EXE vs FROG
+30.2%
+148.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 6M | -5.9% | +123.5% | -129.4% | -12.2% |
| YTD | -9.7% | +40.2% | -50.0% | -13.1% |
| 1Y | +3.6% | +81.0% | -77.4% | -3.1% |
| 3Y | +18.0% | +194.8% | -176.7% | +3.4% |
| 5Y | +109.4% | +131.8% | -22.4% | +79.7% |
| All | +178.5% | +30.2% | +148.3% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling