+33.9%
FROG vs A
+51.3%
-17.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.1% |
| 7D | -5.5% | -2.1% | -3.4% | -4.7% |
| 30D | -3.1% | +0.6% | -3.7% | -3.2% |
| 3M | +1.2% | +10.9% | -9.6% | -3.3% |
| 6M | +113.7% | +28.2% | +85.5% | +89.7% |
| YTD | +38.9% | +8.6% | +30.3% | +32.8% |
| 1Y | +72.0% | +15.5% | +56.5% | +58.5% |
| 3Y | +217.1% | +31.8% | +185.3% | +156.2% |
| 5Y | +130.6% | -14.9% | +145.5% | +131.8% |
| All | +33.9% | +51.3% | -17.4% | -11.3% |
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