+70.7%
FROG vs EXEL
+175.2%
-104.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +48.2% | +1.6% | +46.6% | +47.9% |
| 30D | +11.4% | +17.4% | -6.0% | +8.2% |
| 3M | +28.5% | +38.6% | -10.1% | +20.5% |
| 6M | +63.7% | +41.2% | +22.5% | +52.6% |
| YTD | +77.1% | +59.3% | +17.7% | +60.7% |
| 1Y | +79.3% | +60.2% | +19.1% | +62.4% |
| 3Y | +323.8% | +232.6% | +91.2% | +214.3% |
| 5Y | +198.9% | +285.9% | -86.9% | +111.0% |
| All | +70.7% | +175.2% | -104.5% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling