+90.7%
FROG vs INDA
-5.5%
+96.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +12.5% | +1.1% | +11.4% | +12.2% |
| 30D | +23.5% | +9.4% | +14.2% | +23.0% |
| 3M | +19.4% | +2.9% | +16.4% | +19.8% |
| 6M | +77.0% | +7.2% | +69.8% | +77.0% |
| YTD | +81.9% | -4.8% | +86.7% | +66.4% |
| 1Y | +90.7% | -5.1% | +95.7% | +74.1% |
| All | +90.7% | -5.5% | +96.1% | +74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling