+317.2%
FROG vs EXR
+53.2%
+264.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +48.2% | -1.2% | +49.4% | +48.3% |
| 30D | +11.4% | +18.3% | -6.9% | +10.1% |
| 3M | +28.5% | +9.1% | +19.5% | +27.9% |
| 6M | +63.7% | +11.7% | +52.0% | +62.2% |
| YTD | +77.1% | +25.7% | +51.4% | +69.1% |
| 1Y | +79.3% | +24.9% | +54.4% | +71.5% |
| All | +317.2% | +53.2% | +264.0% | +258.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling