+70.7%
FROG vs A
+78.5%
-7.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.0% |
| 7D | +48.2% | +0.7% | +47.5% | +48.1% |
| 30D | +11.4% | +0.8% | +10.6% | +11.6% |
| 3M | +28.5% | +16.9% | +11.7% | +21.0% |
| 6M | +63.7% | +53.8% | +10.0% | +35.6% |
| YTD | +77.1% | +28.1% | +49.0% | +58.5% |
| 1Y | +79.3% | +15.0% | +64.3% | +68.6% |
| 3Y | +323.8% | +63.1% | +260.7% | +212.0% |
| 5Y | +198.9% | +11.5% | +187.5% | +167.3% |
| All | +70.7% | +78.5% | -7.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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