+75.3%
FROG vs INDA
+60.4%
+15.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +12.5% | +1.1% | +11.4% | +11.7% |
| 30D | +23.5% | +9.4% | +14.2% | +16.9% |
| 3M | +19.4% | +2.9% | +16.4% | +17.1% |
| 6M | +77.0% | +7.2% | +69.8% | +69.1% |
| YTD | +81.9% | -4.8% | +86.7% | +86.3% |
| 1Y | +90.7% | -5.1% | +95.7% | +95.5% |
| 3Y | +328.5% | +16.7% | +311.9% | +272.6% |
| 5Y | +207.0% | +8.8% | +198.3% | +172.2% |
| All | +75.3% | +60.4% | +15.0% | +40.1% |
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