+195.7%
FROG vs RACE
+68.9%
+126.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.8% |
| 7D | +26.8% | -3.9% | +30.7% | +29.4% |
| 30D | +10.6% | +6.8% | +3.8% | +6.6% |
| 3M | +27.2% | +1.3% | +25.8% | +25.7% |
| 6M | +58.7% | +26.3% | +32.4% | +38.8% |
| YTD | +75.3% | +13.8% | +61.5% | +60.0% |
| 1Y | +71.1% | -0.5% | +71.5% | +68.4% |
| 3Y | +319.6% | +25.6% | +293.9% | +215.8% |
| 5Y | +195.7% | +67.6% | +128.0% | +69.2% |
| All | +195.7% | +68.9% | +126.8% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling