+177.8%
FROG vs FIVE
+18.8%
+159.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +17.0% | +7.3% | +9.7% | +14.9% |
| 30D | +1.3% | +18.1% | -16.8% | -3.2% |
| 3M | +17.5% | +7.7% | +9.8% | +14.4% |
| 6M | +46.8% | +13.6% | +33.2% | +39.7% |
| YTD | +65.8% | +34.6% | +31.2% | +48.5% |
| 1Y | +61.0% | +66.2% | -5.3% | +35.0% |
| 3Y | +296.7% | +43.5% | +253.3% | +243.0% |
| 5Y | +177.8% | +20.7% | +157.2% | +159.1% |
| All | +177.8% | +18.8% | +159.0% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling