+125.3%
FROG vs FIVE
+31.2%
+94.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.1% | -8.4% | -4.8% |
| 7D | -11.3% | +4.3% | -15.5% | -12.4% |
| 30D | +3.6% | +12.5% | -8.9% | 0.0% |
| 3M | +1.7% | +31.2% | -29.6% | -6.5% |
| 6M | +123.5% | +14.4% | +109.2% | +111.9% |
| YTD | +40.2% | +33.9% | +6.4% | +26.0% |
| 1Y | +81.0% | +65.1% | +15.9% | +51.7% |
| 3Y | +194.8% | +49.0% | +145.8% | +148.8% |
| All | +125.3% | +31.2% | +94.0% | +92.8% |
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