+208.6%
FROG vs A
+30.8%
+177.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | -11.3% | -1.9% | -9.3% | -10.8% |
| 30D | +3.6% | +6.9% | -3.3% | +2.2% |
| 3M | +1.7% | +9.2% | -7.6% | -0.5% |
| 6M | +123.5% | +25.7% | +97.8% | +109.5% |
| YTD | +40.2% | +11.5% | +28.7% | +36.3% |
| 1Y | +81.0% | +18.4% | +62.6% | +72.1% |
| All | +208.6% | +30.8% | +177.7% | +158.2% |
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