+27.3%
EXPE vs FROG
+73.6%
-46.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.9% | -7.7% |
| 7D | -9.8% | -5.5% | -4.3% | -9.0% |
| 30D | -11.5% | -3.1% | -8.4% | -11.5% |
| 3M | +21.7% | +1.2% | +20.5% | +20.1% |
| 6M | +10.4% | +113.7% | -103.3% | -13.6% |
| YTD | -2.5% | +38.9% | -41.4% | -11.7% |
| 1Y | +27.3% | +72.0% | -44.6% | -2.4% |
| All | +27.3% | +73.6% | -46.2% | -2.4% |
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