+67.0%
FROG vs M
+342.0%
-275.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.1% | -1.0% | +5.9% |
| 7D | +27.1% | +2.5% | +24.6% | +26.5% |
| 30D | +5.8% | +10.1% | -4.2% | +4.1% |
| 3M | +20.8% | -0.9% | +21.8% | +20.6% |
| 6M | +53.3% | +30.2% | +23.2% | +45.5% |
| YTD | +73.2% | +16.3% | +56.9% | +66.2% |
| 1Y | +80.3% | +27.0% | +53.3% | +70.1% |
| 3Y | +318.3% | +154.5% | +163.8% | +236.1% |
| 5Y | +179.9% | -1.1% | +181.0% | +148.6% |
| All | +67.0% | +342.0% | -275.1% | +53.5% |
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