+217.1%
FROG vs INDA
+10.1%
+207.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -5.5% | -1.0% | -4.5% | -5.0% |
| 30D | -3.1% | -2.5% | -0.6% | -1.7% |
| 3M | +1.2% | +4.0% | -2.7% | -0.9% |
| 6M | +113.7% | -1.8% | +115.5% | +114.6% |
| YTD | +38.9% | -9.2% | +48.0% | +45.9% |
| 1Y | +72.0% | -7.2% | +79.2% | +77.2% |
| 3Y | +217.1% | +9.8% | +207.3% | +124.7% |
| All | +217.1% | +10.1% | +207.0% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling