+215.5%
FROG vs INDA
+8.7%
+206.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.9% |
| 7D | +12.5% | +1.1% | +11.4% | +11.6% |
| 30D | +23.5% | +9.4% | +14.2% | +16.1% |
| 3M | +19.4% | +2.9% | +16.4% | +16.9% |
| 6M | +77.0% | +7.2% | +69.8% | +68.1% |
| YTD | +81.9% | -4.8% | +86.7% | +87.2% |
| 1Y | +90.7% | -5.1% | +95.7% | +96.5% |
| 3Y | +328.5% | +16.7% | +311.9% | +254.8% |
| All | +215.5% | +8.7% | +206.8% | +167.1% |
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 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