+75.3%
FROG vs GEN
+61.6%
+13.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.7% |
| 7D | +12.5% | +2.0% | +10.4% | +11.5% |
| 30D | +23.5% | +27.7% | -4.2% | +9.4% |
| 3M | +19.4% | +3.3% | +16.1% | +15.7% |
| 6M | +77.0% | +31.8% | +45.2% | +54.3% |
| YTD | +81.9% | +13.5% | +68.4% | +66.7% |
| 1Y | +90.7% | +16.0% | +74.6% | +73.4% |
| 3Y | +328.5% | +70.6% | +257.9% | +240.3% |
| 5Y | +207.0% | +32.1% | +174.9% | +154.3% |
| All | +75.3% | +61.6% | +13.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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