+133.0%
FROG vs UUUU
+132.1%
+0.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -4.8% | +1.8% | -6.6% | -5.1% |
| 30D | -0.9% | +1.8% | -2.8% | -1.3% |
| 3M | +7.5% | +1.3% | +6.2% | +6.7% |
| 6M | +107.0% | -26.8% | +133.8% | +112.3% |
| YTD | +39.8% | +0.1% | +39.7% | +33.0% |
| 1Y | +74.8% | +11.2% | +63.6% | +57.6% |
| 3Y | +219.3% | +97.7% | +121.6% | +133.2% |
| 5Y | +133.0% | +127.3% | +5.6% | +58.4% |
| All | +133.0% | +132.1% | +0.9% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling