+34.6%
FROG vs UUUU
+631.6%
-597.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | -0.9% |
| 7D | -0.5% | -10.5% | +10.0% | +1.1% |
| 30D | +1.3% | -10.5% | +11.8% | +2.9% |
| 3M | +11.1% | -14.1% | +25.2% | +13.2% |
| 6M | +108.3% | -35.5% | +143.8% | +117.5% |
| YTD | +39.6% | -10.9% | +50.5% | +36.0% |
| 1Y | +74.7% | +3.4% | +71.4% | +61.6% |
| 3Y | +224.1% | +73.1% | +151.0% | +153.9% |
| 5Y | +138.4% | +87.1% | +51.3% | +75.4% |
| All | +34.6% | +631.6% | -597.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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