+104.9%
EXPE vs FROG
+129.7%
-24.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.0% |
| 7D | -9.5% | -11.3% | +1.8% | -7.1% |
| 30D | -6.6% | +3.6% | -10.3% | -8.1% |
| 3M | +31.4% | +1.7% | +29.7% | +28.8% |
| 6M | +35.2% | +123.5% | -88.3% | +5.6% |
| YTD | +5.8% | +40.2% | -34.4% | -7.9% |
| 1Y | +38.7% | +81.0% | -42.3% | +12.0% |
| 3Y | +175.8% | +194.8% | -19.0% | +79.2% |
| All | +104.9% | +129.7% | -24.8% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling