+68.2%
FROG vs EXPD
+39.7%
+28.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +7.1% |
| 7D | +27.1% | -5.5% | +32.6% | +27.7% |
| 30D | +5.8% | -1.9% | +7.7% | +6.4% |
| 3M | +20.8% | +6.1% | +14.8% | +21.7% |
| 6M | +53.3% | +21.6% | +31.7% | +54.8% |
| YTD | +73.2% | +27.9% | +45.3% | +73.1% |
| All | +68.2% | +39.7% | +28.5% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling