+100.3%
FE vs FROG
+41.7%
+58.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +35.3% | -36.7% | -1.3% |
| 7D | -1.0% | +7.0% | -8.0% | -0.9% |
| 30D | +4.1% | +2.9% | +1.3% | +4.3% |
| 3M | -1.0% | +21.6% | -22.6% | -1.0% |
| 6M | +4.0% | +87.7% | -83.7% | +3.7% |
| YTD | +6.8% | +61.7% | -54.8% | +6.7% |
| 1Y | +5.3% | +113.7% | -108.4% | +4.6% |
| 3Y | +44.6% | +267.7% | -223.2% | +41.0% |
| 5Y | +44.2% | +158.8% | -114.6% | +40.1% |
| All | +100.3% | +41.7% | +58.6% | +100.7% |
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