+113.7%
FROG vs M
+15.5%
+98.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -4.6% | +39.9% | +34.7% |
| 7D | +7.0% | -4.3% | +11.3% | +6.9% |
| 30D | +2.9% | +1.3% | +1.6% | +3.3% |
| 3M | +21.6% | -7.4% | +29.0% | +21.6% |
| 6M | +87.7% | +18.3% | +69.3% | +89.8% |
| YTD | +61.7% | +7.6% | +54.1% | +62.0% |
| 1Y | +113.7% | +17.4% | +96.3% | +111.0% |
| All | +113.7% | +15.5% | +98.2% | +111.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling