+56.2%
LOW vs FROG
+53.7%
+2.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.5% |
| 7D | +1.0% | +26.8% | -25.9% | -0.8% |
| 30D | +25.6% | +10.6% | +15.0% | +24.3% |
| 3M | +5.3% | +27.2% | -21.8% | +2.9% |
| 6M | +3.7% | +58.7% | -55.0% | -1.0% |
| YTD | -1.9% | +75.3% | -77.2% | -8.1% |
| 1Y | +0.6% | +71.1% | -70.5% | -5.8% |
| 3Y | +26.4% | +319.6% | -293.2% | +3.3% |
| 5Y | +10.1% | +195.7% | -185.5% | -11.2% |
| All | +56.2% | +53.7% | +2.5% | +31.5% |
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