+67.0%
FROG vs EXPD
+113.4%
-46.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +6.2% |
| 7D | +27.1% | -5.5% | +32.6% | +29.7% |
| 30D | +5.8% | -1.9% | +7.7% | +6.6% |
| 3M | +20.8% | +6.1% | +14.8% | +18.4% |
| 6M | +53.3% | +21.6% | +31.7% | +42.7% |
| YTD | +73.2% | +27.9% | +45.3% | +55.4% |
| 1Y | +80.3% | +39.4% | +40.9% | +55.9% |
| 3Y | +318.3% | +72.7% | +245.7% | +218.0% |
| 5Y | +179.9% | +60.3% | +119.6% | +107.9% |
| All | +67.0% | +113.4% | -46.4% | -3.6% |
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