+207.1%
FROG vs EXPD
+61.6%
+145.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +48.2% | +3.6% | +44.6% | +46.2% |
| 30D | +11.4% | +0.3% | +11.1% | +11.5% |
| 3M | +28.5% | +6.1% | +22.5% | +26.0% |
| 6M | +63.7% | +27.4% | +36.4% | +49.5% |
| YTD | +77.1% | +32.0% | +45.1% | +56.5% |
| 1Y | +79.3% | +40.5% | +38.8% | +53.9% |
| 3Y | +323.8% | +75.7% | +248.1% | +214.5% |
| All | +207.1% | +61.6% | +145.6% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling