+215.5%
FROG vs A
+11.8%
+203.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | +12.5% | -0.5% | +13.0% | +12.8% |
| 30D | +23.5% | 0.0% | +23.6% | +24.2% |
| 3M | +19.4% | +16.7% | +2.7% | +12.5% |
| 6M | +77.0% | +54.8% | +22.2% | +46.7% |
| YTD | +81.9% | +28.8% | +53.1% | +62.9% |
| 1Y | +90.7% | +19.3% | +71.4% | +76.7% |
| 3Y | +328.5% | +65.5% | +263.0% | +211.5% |
| All | +215.5% | +11.8% | +203.7% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling