+55.9%
FROG vs EXPD
+107.8%
-51.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.3% | +37.6% | +36.1% |
| 7D | +7.0% | -7.2% | +14.1% | +9.8% |
| 30D | +2.9% | -3.3% | +6.2% | +4.1% |
| 3M | +21.6% | +3.4% | +18.2% | +20.1% |
| 6M | +87.7% | +22.7% | +65.0% | +74.3% |
| YTD | +61.7% | +24.5% | +37.1% | +46.3% |
| 1Y | +113.7% | +38.6% | +75.0% | +85.1% |
| 3Y | +267.7% | +71.5% | +196.2% | +178.9% |
| 5Y | +158.8% | +56.2% | +102.5% | +93.8% |
| All | +55.9% | +107.8% | -51.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling