+317.2%
FROG vs GEN
+64.0%
+253.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +2.4% |
| 7D | +48.2% | -3.0% | +51.2% | +49.7% |
| 30D | +11.4% | +24.7% | -13.3% | -1.8% |
| 3M | +28.5% | +4.1% | +24.4% | +24.0% |
| 6M | +63.7% | +36.0% | +27.7% | +37.2% |
| YTD | +77.1% | +10.9% | +66.2% | +58.5% |
| 1Y | +79.3% | +12.2% | +67.2% | +60.0% |
| All | +317.2% | +64.0% | +253.2% | +321.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling