+177.8%
FROG vs EXPD
+60.8%
+117.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | +17.0% | -7.4% | +24.4% | +20.4% |
| 30D | +1.3% | -2.1% | +3.4% | +2.2% |
| 3M | +17.5% | +5.7% | +11.8% | +15.2% |
| 6M | +46.8% | +21.4% | +25.4% | +36.4% |
| YTD | +65.8% | +27.6% | +38.2% | +48.2% |
| 1Y | +61.0% | +36.1% | +24.9% | +39.7% |
| 3Y | +296.7% | +69.9% | +226.9% | +198.1% |
| 5Y | +177.8% | +59.7% | +118.2% | +89.9% |
| All | +177.8% | +60.8% | +117.0% | +89.9% |
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