+102.5%
FE vs FROG
+45.3%
+57.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.3% |
| 7D | -0.5% | +17.0% | -17.5% | -0.5% |
| 30D | +4.3% | +1.3% | +3.0% | +4.4% |
| 3M | +0.4% | +17.5% | -17.1% | +0.4% |
| 6M | +6.9% | +46.8% | -39.8% | +6.8% |
| YTD | +8.0% | +65.8% | -57.8% | +7.8% |
| 1Y | +4.8% | +61.0% | -56.2% | +4.6% |
| 3Y | +49.0% | +296.7% | -247.8% | +45.1% |
| 5Y | +46.2% | +177.8% | -131.6% | +41.8% |
| All | +102.5% | +45.3% | +57.2% | +102.9% |
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