+137.7%
FROG vs S
-48.9%
+186.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.0% | -0.9% | +3.6% |
| 7D | +27.1% | +1.6% | +25.6% | +26.9% |
| 30D | +5.8% | -10.5% | +16.3% | +11.8% |
| 3M | +20.8% | +9.9% | +10.9% | +16.9% |
| 6M | +53.3% | +41.8% | +11.6% | +32.8% |
| YTD | +73.2% | +56.8% | +16.4% | +45.1% |
| 1Y | +80.3% | +39.0% | +41.3% | +57.0% |
| 3Y | +318.3% | +53.8% | +264.5% | +230.8% |
| 5Y | +179.9% | -68.6% | +248.5% | +225.9% |
| All | +137.7% | -48.9% | +186.5% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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