+167.4%
FROG vs FIVE
+14.2%
+153.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.4% | +35.7% | +35.4% |
| 7D | +7.0% | -0.3% | +7.3% | +7.1% |
| 30D | +2.9% | +17.7% | -14.8% | -1.6% |
| 3M | +21.6% | +4.0% | +17.6% | +19.6% |
| 6M | +87.7% | +2.6% | +85.0% | +83.6% |
| YTD | +61.7% | +27.6% | +34.1% | +46.9% |
| 1Y | +113.7% | +59.9% | +53.7% | +81.0% |
| 3Y | +267.7% | +35.8% | +232.0% | +222.6% |
| All | +167.4% | +14.2% | +153.2% | +155.2% |
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