+67.0%
FROG vs EXR
+81.2%
-14.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.0% |
| 7D | +27.1% | +2.7% | +24.4% | +26.1% |
| 30D | +5.8% | +18.9% | -13.1% | +0.4% |
| 3M | +20.8% | +8.4% | +12.5% | +17.8% |
| 6M | +53.3% | +14.3% | +39.0% | +46.3% |
| YTD | +73.2% | +27.2% | +45.9% | +56.5% |
| 1Y | +80.3% | +25.9% | +54.4% | +63.3% |
| 3Y | +318.3% | +54.6% | +263.7% | +233.1% |
| 5Y | +179.9% | -0.6% | +180.5% | +165.6% |
| All | +67.0% | +81.2% | -14.2% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling