+215.5%
FROG vs EXR
-1.8%
+217.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +12.5% | -0.4% | +12.9% | +12.7% |
| 30D | +23.5% | +18.2% | +5.3% | +17.3% |
| 3M | +19.4% | +7.3% | +12.1% | +16.6% |
| 6M | +77.0% | +13.8% | +63.2% | +68.8% |
| YTD | +81.9% | +25.9% | +55.9% | +64.2% |
| 1Y | +90.7% | +25.8% | +64.9% | +72.0% |
| 3Y | +328.5% | +53.7% | +274.8% | +234.1% |
| All | +215.5% | -1.8% | +217.2% | +189.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling