+318.3%
FROG vs RACE
+26.8%
+291.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.5% | +6.9% |
| 7D | +27.1% | +3.9% | +23.2% | +25.5% |
| 30D | +5.8% | +7.4% | -1.6% | +3.3% |
| 3M | +20.8% | +1.6% | +19.2% | +20.0% |
| 6M | +53.3% | +23.3% | +30.0% | +42.8% |
| YTD | +73.2% | +14.7% | +58.5% | +63.8% |
| 1Y | +80.3% | +2.5% | +77.8% | +76.9% |
| 3Y | +318.3% | +28.0% | +290.4% | +262.7% |
| All | +318.3% | +26.8% | +291.5% | +262.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling