+179.1%
EXPE vs FROG
+22.5%
+156.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -11.5% | -4.8% | -6.7% | -10.7% |
| 30D | -13.1% | -0.9% | -12.1% | -13.4% |
| 3M | +18.1% | +7.5% | +10.7% | +15.1% |
| 6M | +13.3% | +107.0% | -93.8% | -5.8% |
| YTD | -3.2% | +39.8% | -43.0% | -13.5% |
| 1Y | +26.1% | +74.8% | -48.7% | +7.0% |
| 3Y | +151.7% | +219.3% | -67.6% | +78.9% |
| 5Y | +88.3% | +133.0% | -44.6% | +29.6% |
| All | +179.1% | +22.5% | +156.6% | +91.2% |
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