+15.2%
FROG vs FIVE
+80.5%
-65.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.3% | -9.3% | -12.5% |
| 7D | -24.5% | -1.7% | -22.8% | -24.1% |
| 30D | -24.3% | +14.9% | -39.2% | -27.0% |
| 3M | -11.7% | +7.6% | -19.3% | -13.9% |
| 6M | +37.1% | +6.4% | +30.7% | +32.9% |
| YTD | +19.5% | +28.1% | -8.6% | +9.0% |
| 1Y | +61.8% | +54.7% | +7.1% | +39.6% |
| 3Y | +178.1% | +36.1% | +142.1% | +141.0% |
| 5Y | +91.2% | +14.9% | +76.3% | +63.5% |
| All | +15.2% | +80.5% | -65.3% | -6.4% |
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