+143.8%
FROG vs FRSH
-72.5%
+216.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -0.5% | -6.6% | +6.1% | +2.4% |
| 30D | +1.3% | +2.1% | -0.8% | +0.6% |
| 3M | +11.1% | +29.0% | -17.9% | -0.7% |
| 6M | +108.3% | +48.6% | +59.7% | +75.8% |
| YTD | +39.6% | -2.9% | +42.5% | +39.1% |
| 1Y | +74.7% | -7.9% | +82.6% | +78.0% |
| 3Y | +224.1% | -46.5% | +270.6% | +285.5% |
| All | +143.8% | -72.5% | +216.3% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling