+139.3%
FOXA vs FROG
+24.4%
+114.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.5% | +2.0% |
| 7D | -3.7% | -2.2% | -1.6% | -3.6% |
| 30D | +5.4% | +3.0% | +2.4% | +5.0% |
| 3M | -3.7% | +10.3% | -14.0% | -4.7% |
| 6M | +12.6% | +116.7% | -104.1% | +5.4% |
| YTD | -10.0% | +41.9% | -51.9% | -13.4% |
| 1Y | +15.0% | +78.5% | -63.5% | +8.0% |
| 3Y | +115.1% | +224.1% | -109.0% | +86.8% |
| 5Y | +93.0% | +142.4% | -49.4% | +64.9% |
| All | +139.3% | +24.4% | +114.9% | +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