+55.9%
FROG vs FIVE
+79.8%
-23.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +21.6% | +4.0% | +17.6% | +19.7% |
| 6M | +87.7% | +2.6% | +85.0% | +83.7% |
| YTD | +61.7% | +27.6% | +34.1% | +47.6% |
| 1Y | +113.7% | +59.9% | +53.7% | +82.6% |
| 3Y | +267.7% | +35.8% | +232.0% | +218.6% |
| 5Y | +158.8% | +14.4% | +144.4% | +121.4% |
| All | +55.9% | +79.8% | -23.9% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling