+35.0%
ITW vs FROG
+133.6%
-98.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -1.9% | -4.8% | +2.9% | -1.6% |
| 30D | -10.4% | -0.9% | -9.4% | -10.4% |
| 3M | +3.5% | +7.5% | -3.9% | +2.8% |
| 6M | -3.4% | +107.0% | -110.4% | -8.5% |
| YTD | +8.5% | +39.8% | -31.3% | +5.1% |
| 1Y | +3.2% | +74.8% | -71.6% | -2.4% |
| 3Y | +18.9% | +219.3% | -200.4% | +2.7% |
| 5Y | +35.0% | +133.0% | -98.0% | +16.3% |
| All | +35.0% | +133.6% | -98.6% | +16.3% |
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