+134.0%
F vs FROG
+55.2%
+78.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.0% |
| 7D | -3.9% | +48.2% | -52.1% | -8.1% |
| 30D | -0.5% | +11.4% | -11.9% | -2.3% |
| 3M | -12.9% | +28.5% | -41.5% | -16.2% |
| 6M | +1.5% | +63.7% | -62.2% | -5.9% |
| YTD | -5.0% | +77.1% | -82.1% | -14.3% |
| 1Y | -7.3% | +79.3% | -86.7% | -16.7% |
| 3Y | +45.3% | +323.8% | -278.5% | +7.8% |
| 5Y | -15.8% | +198.9% | -214.7% | -39.4% |
| All | +134.0% | +55.2% | +78.8% | +72.7% |
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 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