+328.5%
FROG vs EXEL
+230.5%
+98.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.9% |
| 7D | +12.5% | -0.8% | +13.3% | +12.7% |
| 30D | +23.5% | +13.1% | +10.4% | +21.9% |
| 3M | +19.4% | +36.3% | -16.9% | +14.7% |
| 6M | +77.0% | +34.5% | +42.5% | +70.5% |
| YTD | +81.9% | +57.4% | +24.4% | +71.1% |
| 1Y | +90.7% | +62.9% | +27.7% | +78.7% |
| 3Y | +328.5% | +229.5% | +99.0% | +276.3% |
| All | +328.5% | +230.5% | +98.1% | +276.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling