+171.7%
FROG vs EXPD
+72.7%
+99.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -12.8% |
| 7D | -24.5% | -4.8% | -19.7% | -23.8% |
| 30D | -24.3% | -1.5% | -22.7% | -23.9% |
| 3M | -11.7% | +4.1% | -15.8% | -12.0% |
| 6M | +37.1% | +24.0% | +13.1% | +33.1% |
| YTD | +19.5% | +27.4% | -7.9% | +14.3% |
| 1Y | +61.8% | +38.4% | +23.4% | +51.8% |
| All | +171.7% | +72.7% | +99.0% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling