+69.0%
FROG vs FIVE
+87.6%
-18.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.8% | +6.0% |
| 7D | +26.8% | -0.5% | +27.3% | +27.2% |
| 30D | +10.6% | +17.4% | -6.8% | +6.0% |
| 3M | +27.2% | +7.0% | +20.1% | +24.2% |
| 6M | +58.7% | +20.5% | +38.2% | +48.9% |
| YTD | +75.3% | +33.1% | +42.2% | +58.3% |
| 1Y | +71.1% | +67.1% | +4.0% | +44.5% |
| 3Y | +319.6% | +41.9% | +277.7% | +259.4% |
| 5Y | +195.7% | +21.1% | +174.6% | +149.5% |
| All | +69.0% | +87.6% | -18.6% | +36.0% |
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