+125.3%
FROG vs M
+27.3%
+98.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.9% |
| 7D | -11.3% | +4.7% | -16.0% | -12.2% |
| 30D | +3.6% | -9.6% | +13.3% | +5.8% |
| 3M | +1.7% | +0.9% | +0.8% | +0.8% |
| 6M | +123.5% | +22.3% | +101.3% | +111.8% |
| YTD | +40.2% | +6.5% | +33.7% | +35.8% |
| 1Y | +81.0% | +38.8% | +42.2% | +63.8% |
| 3Y | +194.8% | +115.9% | +78.8% | +123.4% |
| All | +125.3% | +27.3% | +98.0% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling