+85.4%
FROG vs EXR
+28.1%
+57.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -0.5% |
| 7D | -14.1% | +11.3% | -25.3% | -8.2% |
| 30D | -11.8% | +21.2% | -32.9% | -1.2% |
| 3M | +0.1% | +8.7% | -8.6% | +5.2% |
| 6M | +64.2% | +18.2% | +46.0% | +82.8% |
| YTD | +38.2% | +27.9% | +10.3% | +50.5% |
| 1Y | +85.4% | +28.3% | +57.1% | +104.6% |
| All | +85.4% | +28.1% | +57.3% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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