+13.1%
INTU vs FROG
+51.8%
-38.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -2.5% |
| 7D | -3.9% | +27.1% | -31.0% | -10.4% |
| 30D | +11.7% | +5.8% | +5.9% | +8.0% |
| 3M | +4.5% | +20.8% | -16.4% | -2.8% |
| 6M | -13.9% | +53.3% | -67.2% | -25.1% |
| YTD | -48.2% | +73.2% | -121.4% | -57.5% |
| 1Y | -47.1% | +80.3% | -127.4% | -57.1% |
| 3Y | -32.5% | +318.3% | -350.8% | -59.9% |
| 5Y | -42.6% | +179.9% | -222.5% | -65.7% |
| All | +13.1% | +51.8% | -38.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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