+140.8%
F vs FROG
+53.7%
+87.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.8% |
| 7D | -2.1% | +26.8% | -29.0% | -5.0% |
| 30D | +3.3% | +10.6% | -7.3% | +1.5% |
| 3M | -11.3% | +27.2% | -38.5% | -14.6% |
| 6M | +5.3% | +58.7% | -53.4% | -2.0% |
| YTD | -2.2% | +75.3% | -77.6% | -11.7% |
| 1Y | -3.5% | +71.1% | -74.6% | -12.7% |
| 3Y | +49.5% | +319.6% | -270.1% | +11.1% |
| 5Y | -13.5% | +195.7% | -209.2% | -37.7% |
| All | +140.8% | +53.7% | +87.2% | +78.0% |
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