+70.7%
FROG vs RACE
+120.8%
-50.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.2% |
| 7D | +48.2% | -4.0% | +52.2% | +51.0% |
| 30D | +11.4% | +3.5% | +7.9% | +9.1% |
| 3M | +28.5% | -0.4% | +29.0% | +28.2% |
| 6M | +63.7% | +23.2% | +40.6% | +45.2% |
| YTD | +77.1% | +11.0% | +66.1% | +63.8% |
| 1Y | +79.3% | -2.2% | +81.6% | +77.8% |
| 3Y | +323.8% | +22.5% | +301.2% | +232.5% |
| 5Y | +198.9% | +63.2% | +135.8% | +83.2% |
| All | +70.7% | +120.8% | -50.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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