+15.2%
FROG vs M
+328.6%
-313.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.9% | -7.7% | -12.7% |
| 7D | -24.5% | -2.1% | -22.4% | -24.2% |
| 30D | -24.3% | +7.7% | -32.0% | -25.1% |
| 3M | -11.7% | -4.4% | -7.4% | -11.3% |
| 6M | +37.1% | +27.5% | +9.6% | +30.8% |
| YTD | +19.5% | +12.8% | +6.7% | +15.4% |
| 1Y | +61.8% | +20.7% | +41.1% | +54.2% |
| 3Y | +178.1% | +111.3% | +66.8% | +130.8% |
| 5Y | +91.2% | -6.3% | +97.5% | +71.1% |
| All | +15.2% | +328.6% | -313.4% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling