+8.4%
LOW vs FROG
+125.4%
-117.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.4% | -5.5% | +5.9% | +0.8% |
| 30D | -10.1% | -3.1% | -7.0% | -10.0% |
| 3M | -2.9% | +1.2% | -4.1% | -3.4% |
| 6M | -19.4% | +113.7% | -133.1% | -26.1% |
| YTD | -15.4% | +38.9% | -54.3% | -19.4% |
| 1Y | -24.9% | +72.0% | -96.9% | -30.8% |
| 3Y | -7.8% | +217.1% | -224.9% | -25.4% |
| 5Y | +8.4% | +130.6% | -122.2% | -13.9% |
| All | +8.4% | +125.4% | -117.0% | -13.9% |
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