+113.7%
FROG vs FIVE
+55.9%
+57.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.4% | +35.7% | +35.3% |
| 7D | +7.0% | -0.3% | +7.3% | +7.2% |
| 30D | +2.9% | +17.7% | -14.8% | +2.6% |
| 3M | +21.6% | +4.0% | +17.6% | +21.3% |
| 6M | +87.7% | +2.6% | +85.0% | +89.4% |
| YTD | +61.7% | +27.6% | +34.1% | +57.6% |
| 1Y | +113.7% | +59.9% | +53.7% | +88.3% |
| All | +113.7% | +55.9% | +57.8% | +88.3% |
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