+67.0%
FROG vs FIVE
+89.8%
-22.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.6% | +1.5% | +5.7% |
| 7D | +27.1% | +6.2% | +20.9% | +25.2% |
| 30D | +5.8% | +18.2% | -12.4% | +1.3% |
| 3M | +20.8% | +3.8% | +17.0% | +19.0% |
| 6M | +53.3% | +13.7% | +39.6% | +46.2% |
| YTD | +73.2% | +34.7% | +38.5% | +55.9% |
| 1Y | +80.3% | +66.6% | +13.7% | +52.5% |
| 3Y | +318.3% | +44.3% | +274.0% | +256.6% |
| 5Y | +179.9% | +18.8% | +161.1% | +136.9% |
| All | +67.0% | +89.8% | -22.9% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling