-38.4%
INTU vs FROG
+129.7%
-168.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -2.5% |
| 7D | -7.1% | -11.3% | +4.2% | -4.2% |
| 30D | +1.5% | +3.6% | -2.2% | -0.1% |
| 3M | +10.7% | +1.7% | +9.0% | +8.6% |
| 6M | -23.8% | +123.5% | -147.4% | -40.4% |
| YTD | -49.3% | +40.2% | -89.6% | -55.6% |
| 1Y | -49.7% | +81.0% | -130.6% | -59.6% |
| 3Y | -38.0% | +194.8% | -232.8% | -61.3% |
| All | -38.4% | +129.7% | -168.1% | -64.0% |
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