+143.2%
F vs FROG
+51.8%
+91.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | 0.0% |
| 7D | -0.6% | +27.1% | -27.7% | -3.5% |
| 30D | +2.9% | +5.8% | -2.9% | +1.5% |
| 3M | -9.5% | +20.8% | -30.3% | -12.3% |
| 6M | +4.0% | +53.3% | -49.3% | -2.8% |
| YTD | -1.3% | +73.2% | -74.5% | -10.7% |
| 1Y | -1.9% | +80.3% | -82.2% | -12.0% |
| 3Y | +53.5% | +318.3% | -264.8% | +14.0% |
| 5Y | -15.1% | +179.9% | -195.0% | -38.6% |
| All | +143.2% | +51.8% | +91.4% | +80.0% |
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