+85.4%
FROG vs FIVE
+63.3%
+22.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.7% | -9.1% | -2.5% |
| 7D | -14.1% | +7.5% | -21.5% | -14.1% |
| 30D | -11.8% | +16.7% | -28.5% | -12.0% |
| 3M | +0.1% | +13.4% | -13.2% | -0.5% |
| 6M | +64.2% | +9.0% | +55.2% | +64.9% |
| YTD | +38.2% | +33.8% | +4.4% | +36.0% |
| 1Y | +85.4% | +61.2% | +24.2% | +70.5% |
| All | +85.4% | +63.3% | +22.1% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling