+85.4%
FROG vs EXEL
+92.4%
-7.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -14.1% | +9.8% | -23.8% | -15.2% |
| 30D | -11.8% | +23.6% | -35.4% | -14.7% |
| 3M | +0.1% | +29.9% | -29.8% | -4.3% |
| 6M | +64.2% | +64.7% | -0.5% | +49.1% |
| YTD | +38.2% | +66.0% | -27.7% | +24.9% |
| 1Y | +85.4% | +92.0% | -6.6% | +75.5% |
| All | +85.4% | +92.4% | -7.0% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling