-43.2%
INTU vs FROG
+207.6%
-250.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.2% |
| 7D | +0.1% | +12.5% | -12.4% | -2.7% |
| 30D | +10.1% | +23.5% | -13.5% | +2.3% |
| 3M | -4.2% | +19.4% | -23.6% | -10.9% |
| 6M | -7.2% | +77.0% | -84.2% | -23.2% |
| YTD | -47.7% | +81.9% | -129.6% | -58.3% |
| 1Y | -46.7% | +90.7% | -137.4% | -58.2% |
| 3Y | -34.1% | +328.5% | -362.6% | -64.5% |
| All | -43.2% | +207.6% | -250.8% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling