+208.6%
FROG vs EXEL
+164.9%
+43.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -11.3% | +8.4% | -19.7% | -12.2% |
| 30D | +3.6% | +4.1% | -0.4% | +3.0% |
| 3M | +1.7% | +12.4% | -10.8% | +0.2% |
| 6M | +123.5% | +41.5% | +82.0% | +113.9% |
| YTD | +40.2% | +34.6% | +5.6% | +34.8% |
| 1Y | +81.0% | +57.9% | +23.1% | +70.9% |
| All | +208.6% | +164.9% | +43.7% | +185.2% |
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