+55.9%
FROG vs EXEL
+174.1%
-118.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.3% | +34.1% | +35.1% |
| 7D | +7.0% | +0.3% | +6.7% | +7.2% |
| 30D | +2.9% | +19.0% | -16.2% | -0.4% |
| 3M | +21.6% | +33.3% | -11.7% | +14.9% |
| 6M | +87.7% | +42.9% | +44.8% | +74.4% |
| YTD | +61.7% | +58.7% | +2.9% | +46.7% |
| 1Y | +113.7% | +70.5% | +43.2% | +91.0% |
| 3Y | +267.7% | +233.8% | +33.9% | +172.2% |
| 5Y | +158.8% | +259.3% | -100.6% | +84.1% |
| All | +55.9% | +174.1% | -118.3% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling