+68.2%
FROG vs EXEL
+74.8%
-6.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +4.0% | +6.3% |
| 7D | +27.1% | +2.3% | +24.8% | +26.9% |
| 30D | +5.8% | +19.8% | -14.0% | +2.8% |
| 3M | +20.8% | +32.7% | -11.8% | +14.9% |
| 6M | +53.3% | +49.0% | +4.4% | +42.3% |
| YTD | +73.2% | +63.7% | +9.5% | +55.3% |
| All | +68.2% | +74.8% | -6.7% | +52.7% |
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