+147.9%
FROG vs FRSH
-72.6%
+220.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -2.2% | -11.2% | +9.0% | +2.8% |
| 30D | +3.0% | -0.8% | +3.8% | +3.5% |
| 3M | +10.3% | +26.4% | -16.1% | -0.6% |
| 6M | +116.7% | +48.4% | +68.3% | +83.0% |
| YTD | +41.9% | -3.1% | +45.0% | +41.5% |
| 1Y | +78.5% | -8.7% | +87.2% | +82.5% |
| 3Y | +224.1% | -45.8% | +269.9% | +283.4% |
| All | +147.9% | -72.6% | +220.5% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling