+67.0%
FROG vs RVTY
+36.4%
+30.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.5% | +5.7% |
| 7D | +27.1% | +6.0% | +21.1% | +24.9% |
| 30D | +5.8% | +4.3% | +1.5% | +4.9% |
| 3M | +20.8% | +40.2% | -19.4% | +7.3% |
| 6M | +53.3% | +59.3% | -6.0% | +28.7% |
| YTD | +73.2% | +66.5% | +6.7% | +42.0% |
| 1Y | +80.3% | +77.5% | +2.8% | +44.1% |
| 3Y | +318.3% | +92.5% | +225.9% | +200.0% |
| 5Y | +179.9% | -6.8% | +186.7% | +173.4% |
| All | +67.0% | +36.4% | +30.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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