+6.2%
INTU vs FROG
+21.7%
-15.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -7.5% | -5.5% | -2.0% | -6.2% |
| 30D | -1.9% | -3.1% | +1.2% | -1.6% |
| 3M | +4.9% | +1.2% | +3.6% | +3.2% |
| 6M | -33.2% | +113.7% | -146.9% | -46.1% |
| YTD | -51.4% | +38.9% | -90.3% | -56.9% |
| 1Y | -52.0% | +72.0% | -124.0% | -60.2% |
| 3Y | -40.7% | +217.1% | -257.8% | -61.5% |
| 5Y | -41.7% | +130.6% | -172.3% | -62.7% |
| All | +6.2% | +21.7% | -15.5% | -27.6% |
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