+59.8%
FROG vs A
+83.5%
-23.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.7% |
| 7D | +17.0% | +1.4% | +15.6% | +16.8% |
| 30D | +1.3% | +4.3% | -3.0% | 0.0% |
| 3M | +17.5% | +19.8% | -2.3% | +9.4% |
| 6M | +46.8% | +54.4% | -7.6% | +21.4% |
| YTD | +65.8% | +31.7% | +34.1% | +46.7% |
| 1Y | +61.0% | +22.4% | +38.5% | +47.1% |
| 3Y | +296.7% | +67.7% | +229.1% | +188.8% |
| 5Y | +177.8% | +15.7% | +162.1% | +144.3% |
| All | +59.8% | +83.5% | -23.7% | -2.0% |
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