+104.8%
FE vs FROG
+59.4%
+45.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.1% |
| 7D | +1.2% | +12.5% | -11.3% | +1.3% |
| 30D | +4.5% | +23.5% | -19.0% | +4.6% |
| 3M | +1.3% | +19.4% | -18.0% | +1.4% |
| 6M | +8.7% | +77.0% | -68.3% | +8.5% |
| YTD | +9.2% | +81.9% | -72.7% | +9.0% |
| 1Y | +7.0% | +90.7% | -83.7% | +6.7% |
| 3Y | +51.4% | +328.5% | -277.1% | +47.5% |
| 5Y | +47.7% | +207.0% | -159.3% | +43.3% |
| All | +104.8% | +59.4% | +45.4% | +105.2% |
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