+35.3%
ITW vs FROG
+195.3%
-160.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | +0.5% | +48.2% | -47.7% | -1.3% |
| 30D | +7.7% | +11.4% | -3.7% | +7.0% |
| 3M | -1.3% | +28.5% | -29.9% | -2.8% |
| 6M | +15.5% | +63.7% | -48.2% | +11.8% |
| YTD | +18.6% | +77.1% | -58.4% | +13.5% |
| 1Y | +19.8% | +79.3% | -59.5% | +14.4% |
| 3Y | +32.5% | +323.8% | -291.2% | +12.8% |
| 5Y | +35.3% | +198.9% | -163.6% | +12.0% |
| All | +35.3% | +195.3% | -160.0% | +12.0% |
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