+36.8%
FROG vs INDA
+50.0%
-13.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.3% |
| 7D | -2.2% | -3.6% | +1.5% | +0.1% |
| 30D | +3.0% | -4.0% | +6.9% | +5.6% |
| 3M | +10.3% | +1.7% | +8.6% | +9.1% |
| 6M | +116.7% | -3.6% | +120.3% | +120.9% |
| YTD | +41.9% | -11.0% | +52.9% | +51.7% |
| 1Y | +78.5% | -9.5% | +88.0% | +88.1% |
| 3Y | +224.1% | +7.6% | +216.5% | +197.4% |
| 5Y | +142.4% | +4.8% | +137.6% | +121.8% |
| All | +36.8% | +50.0% | -13.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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