+267.7%
FROG vs A
+64.2%
+203.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.7% | +33.6% | +34.9% |
| 7D | +7.0% | -0.1% | +7.0% | +7.3% |
| 30D | +2.9% | +3.4% | -0.5% | +2.4% |
| 3M | +21.6% | +23.8% | -2.2% | +16.3% |
| 6M | +87.7% | +49.0% | +38.7% | +70.7% |
| YTD | +61.7% | +29.4% | +32.3% | +52.6% |
| 1Y | +113.7% | +19.4% | +94.3% | +106.0% |
| 3Y | +267.7% | +66.2% | +201.5% | +233.0% |
| All | +267.7% | +64.2% | +203.5% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling