+135.5%
EXPE vs FROG
+274.0%
-138.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +35.3% | -40.2% | -9.1% |
| 7D | -9.3% | +7.0% | -16.3% | -10.5% |
| 30D | +0.1% | +2.9% | -2.7% | -0.9% |
| 3M | -15.3% | +21.6% | -36.9% | -18.9% |
| 6M | +5.5% | +87.7% | -82.2% | -8.7% |
| YTD | -8.0% | +61.7% | -69.6% | -19.5% |
| 1Y | +18.9% | +113.7% | -94.8% | -2.5% |
| 3Y | +135.5% | +267.7% | -132.2% | +77.5% |
| All | +135.5% | +274.0% | -138.5% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling