+75.3%
FROG vs RACE
+123.9%
-48.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.0% |
| 7D | +12.5% | -1.2% | +13.7% | +13.2% |
| 30D | +23.5% | +6.1% | +17.4% | +19.4% |
| 3M | +19.4% | -0.3% | +19.7% | +18.9% |
| 6M | +77.0% | +23.4% | +53.6% | +56.9% |
| YTD | +81.9% | +12.5% | +69.3% | +67.1% |
| 1Y | +90.7% | -0.5% | +91.1% | +87.3% |
| 3Y | +328.5% | +23.6% | +304.9% | +235.2% |
| 5Y | +207.0% | +65.4% | +141.6% | +86.9% |
| All | +75.3% | +123.9% | -48.5% | -10.3% |
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