+130.6%
FROG vs INDA
+7.2%
+123.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +0.2% |
| 7D | -5.5% | -1.0% | -4.5% | -4.8% |
| 30D | -3.1% | -2.5% | -0.6% | -1.3% |
| 3M | +1.2% | +4.0% | -2.7% | -1.7% |
| 6M | +113.7% | -1.8% | +115.5% | +115.4% |
| YTD | +38.9% | -9.2% | +48.0% | +47.8% |
| 1Y | +72.0% | -7.2% | +79.2% | +79.2% |
| 3Y | +217.1% | +9.8% | +207.3% | +176.0% |
| 5Y | +130.6% | +7.5% | +123.1% | +98.4% |
| All | +130.6% | +7.2% | +123.4% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling