+33.1%
LOW vs FROG
+22.5%
+10.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -0.6% | -4.8% | +4.2% | -0.3% |
| 30D | -9.3% | -0.9% | -8.3% | -9.4% |
| 3M | -8.1% | +7.5% | -15.5% | -9.0% |
| 6M | -19.8% | +107.0% | -126.8% | -25.6% |
| YTD | -16.4% | +39.8% | -56.2% | -20.1% |
| 1Y | -24.7% | +74.8% | -99.5% | -30.1% |
| 3Y | -8.8% | +219.3% | -228.1% | -23.7% |
| 5Y | +7.8% | +133.0% | -125.2% | -11.3% |
| All | +33.1% | +22.5% | +10.6% | +14.4% |
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