+50.0%
EXPE vs FROG
+83.7%
-33.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.4% | +13.0% | +10.8% |
| 7D | +14.6% | -14.1% | +28.7% | +16.6% |
| 30D | +21.4% | -11.8% | +33.2% | +22.7% |
| 3M | +1.4% | +0.1% | +1.2% | -0.2% |
| 6M | +28.6% | +64.2% | -35.6% | +10.8% |
| YTD | +12.1% | +38.2% | -26.1% | +1.3% |
| 1Y | +50.0% | +85.4% | -35.4% | +11.2% |
| All | +50.0% | +83.7% | -33.7% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling