+69.0%
FROG vs M
+340.3%
-271.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +5.9% |
| 7D | +26.8% | -3.3% | +30.1% | +27.4% |
| 30D | +10.6% | +8.1% | +2.5% | +9.1% |
| 3M | +27.2% | +2.2% | +25.0% | +26.2% |
| 6M | +58.7% | +35.1% | +23.6% | +49.7% |
| YTD | +75.3% | +15.8% | +59.5% | +68.3% |
| 1Y | +71.1% | +25.8% | +45.2% | +61.6% |
| 3Y | +319.6% | +156.2% | +163.3% | +236.6% |
| 5Y | +195.7% | -2.4% | +198.0% | +162.8% |
| All | +69.0% | +340.3% | -271.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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