+125.3%
FROG vs EXR
-11.8%
+137.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | -11.3% | -2.6% | -8.7% | -10.6% |
| 30D | +3.6% | -7.2% | +10.8% | +5.9% |
| 3M | +1.7% | -3.5% | +5.2% | +2.3% |
| 6M | +123.5% | -5.3% | +128.8% | +125.3% |
| YTD | +40.2% | +9.4% | +30.9% | +32.7% |
| 1Y | +81.0% | +1.3% | +79.7% | +76.1% |
| 3Y | +194.8% | +22.4% | +172.3% | +153.1% |
| All | +125.3% | -11.8% | +137.1% | +105.3% |
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 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