+165.3%
EXPE vs FROG
+51.8%
+113.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.2% | -1.2% |
| 7D | -13.3% | +27.1% | -40.4% | -17.5% |
| 30D | -5.5% | +5.8% | -11.3% | -7.6% |
| 3M | -16.5% | +20.8% | -37.3% | -20.9% |
| 6M | +13.1% | +53.3% | -40.2% | +1.1% |
| YTD | -8.0% | +73.2% | -81.2% | -22.1% |
| 1Y | +1.1% | +80.3% | -79.2% | -15.4% |
| 3Y | +131.2% | +318.3% | -187.2% | +54.5% |
| 5Y | +39.8% | +179.9% | -140.1% | -8.5% |
| All | +165.3% | +51.8% | +113.5% | +72.2% |
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 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