+314.5%
MAR vs FROG
+45.3%
+269.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.3% | +6.9% | +3.1% |
| 7D | +2.9% | +17.0% | -14.2% | +0.7% |
| 30D | +17.0% | +1.3% | +15.8% | +16.0% |
| 3M | +23.2% | +17.5% | +5.7% | +19.7% |
| 6M | +21.7% | +46.8% | -25.0% | +14.5% |
| YTD | +38.9% | +65.8% | -26.9% | +26.7% |
| 1Y | +48.7% | +61.0% | -12.3% | +35.9% |
| 3Y | +122.9% | +296.7% | -173.8% | +73.3% |
| 5Y | +177.5% | +177.8% | -0.4% | +110.6% |
| All | +314.5% | +45.3% | +269.2% | +220.1% |
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