+267.7%
FROG vs M
+100.8%
+166.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -4.6% | +39.9% | +35.8% |
| 7D | +7.0% | -4.3% | +11.3% | +7.4% |
| 30D | +2.9% | +1.3% | +1.6% | +2.5% |
| 3M | +21.6% | -7.4% | +29.0% | +22.4% |
| 6M | +87.7% | +18.3% | +69.3% | +81.7% |
| YTD | +61.7% | +7.6% | +54.1% | +57.7% |
| 1Y | +113.7% | +17.4% | +96.3% | +104.9% |
| 3Y | +267.7% | +108.4% | +159.4% | +218.3% |
| All | +267.7% | +100.8% | +166.9% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling