+19.1%
ITW vs FROG
+219.3%
-200.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -1.9% | -4.8% | +2.9% | -1.8% |
| 30D | -10.4% | -0.9% | -9.4% | -10.4% |
| 3M | +3.5% | +7.5% | -3.9% | +3.2% |
| 6M | -3.4% | +107.0% | -110.4% | -6.3% |
| YTD | +8.5% | +39.8% | -31.3% | +6.9% |
| 1Y | +3.2% | +74.8% | -71.6% | -0.2% |
| All | +19.1% | +219.3% | -200.2% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling