+102.3%
FE vs FROG
+41.7%
+60.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.8% | -0.4% |
| 7D | 0.0% | +7.0% | -7.0% | 0.0% |
| 30D | +5.2% | +2.9% | +2.3% | +5.2% |
| 3M | 0.0% | +21.6% | -21.6% | 0.0% |
| 6M | +5.0% | +87.7% | -82.6% | +4.7% |
| YTD | +7.9% | +61.7% | -53.8% | +7.7% |
| 1Y | +6.3% | +113.7% | -107.3% | +5.6% |
| 3Y | +46.0% | +267.7% | -221.7% | +42.4% |
| 5Y | +45.6% | +158.8% | -113.1% | +41.4% |
| All | +102.3% | +41.7% | +60.6% | +102.6% |
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