+217.1%
FROG vs USFR
+14.0%
+203.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -3.1% | +0.3% | -3.4% | -3.8% |
| 3M | +1.2% | +1.0% | +0.3% | -1.5% |
| 6M | +113.7% | +1.9% | +111.8% | +104.1% |
| YTD | +38.9% | +2.7% | +36.2% | +28.3% |
| 1Y | +72.0% | +4.0% | +68.0% | +47.9% |
| 3Y | +217.1% | +14.0% | +203.1% | +126.2% |
| All | +217.1% | +14.0% | +203.1% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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