+66.8%
ITW vs FROG
+59.4%
+7.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.2% |
| 7D | +2.3% | +12.5% | -10.2% | +2.0% |
| 30D | +6.7% | +23.5% | -16.8% | +5.8% |
| 3M | -0.5% | +19.4% | -19.9% | -1.4% |
| 6M | +16.4% | +77.0% | -60.6% | +13.1% |
| YTD | +19.0% | +81.9% | -62.9% | +14.8% |
| 1Y | +20.2% | +90.7% | -70.5% | +15.6% |
| 3Y | +33.1% | +328.5% | -295.4% | +19.1% |
| 5Y | +35.7% | +207.0% | -171.3% | +19.2% |
| All | +66.8% | +59.4% | +7.4% | +48.4% |
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