+167.4%
FROG vs EXR
-0.3%
+167.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.6% | +35.9% | +35.5% |
| 7D | +7.0% | +5.2% | +1.8% | +5.3% |
| 30D | +2.9% | +20.9% | -18.0% | -2.9% |
| 3M | +21.6% | +7.7% | +13.9% | +18.7% |
| 6M | +87.7% | +13.2% | +74.5% | +79.4% |
| YTD | +61.7% | +26.5% | +35.2% | +45.8% |
| 1Y | +113.7% | +27.2% | +86.5% | +92.1% |
| 3Y | +267.7% | +71.5% | +196.2% | +170.2% |
| All | +167.4% | -0.3% | +167.7% | +141.6% |
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 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