+72.0%
FROG vs EXEL
+52.8%
+19.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -5.5% | +1.4% | -6.9% | -5.7% |
| 30D | -3.1% | +6.7% | -9.8% | -4.2% |
| 3M | +1.2% | +11.5% | -10.2% | -0.3% |
| 6M | +113.7% | +38.8% | +74.9% | +102.5% |
| YTD | +38.9% | +31.6% | +7.3% | +32.4% |
| 1Y | +72.0% | +53.0% | +19.0% | +63.7% |
| All | +72.0% | +52.8% | +19.2% | +63.7% |
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