+67.0%
FROG vs EXEL
+182.7%
-115.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +4.0% | +6.5% |
| 7D | +27.1% | +2.3% | +24.8% | +26.8% |
| 30D | +5.8% | +19.8% | -14.0% | +2.3% |
| 3M | +20.8% | +32.7% | -11.8% | +14.3% |
| 6M | +53.3% | +49.0% | +4.4% | +41.3% |
| YTD | +73.2% | +63.7% | +9.5% | +56.3% |
| 1Y | +80.3% | +75.8% | +4.5% | +60.2% |
| 3Y | +318.3% | +241.3% | +77.0% | +208.6% |
| 5Y | +179.9% | +289.0% | -109.1% | +96.8% |
| All | +67.0% | +182.7% | -115.7% | +22.9% |
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