+35.2%
FROG vs EXPD
+112.5%
-77.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | -11.3% | -1.1% | -10.1% | -10.9% |
| 30D | +3.6% | +4.1% | -0.4% | +2.3% |
| 3M | +1.7% | +17.9% | -16.2% | -4.3% |
| 6M | +123.5% | +29.2% | +94.3% | +103.6% |
| YTD | +40.2% | +27.4% | +12.9% | +26.1% |
| 1Y | +81.0% | +56.8% | +24.2% | +48.4% |
| 3Y | +194.8% | +68.0% | +126.7% | +127.2% |
| 5Y | +131.8% | +61.9% | +69.9% | +70.5% |
| All | +35.2% | +112.5% | -77.3% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling