+220.9%
MAR vs FROG
+22.5%
+198.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | -0.5% | -4.8% | +4.3% | 0.0% |
| 30D | -4.7% | -0.9% | -3.7% | -4.8% |
| 3M | -15.6% | +7.5% | -23.1% | -16.8% |
| 6M | +1.2% | +107.0% | -105.8% | -8.9% |
| YTD | +7.5% | +39.8% | -32.3% | +0.8% |
| 1Y | +26.6% | +74.8% | -48.2% | +14.2% |
| 3Y | +66.0% | +219.3% | -153.3% | +33.1% |
| 5Y | +154.1% | +133.0% | +21.1% | +98.1% |
| All | +220.9% | +22.5% | +198.4% | +154.5% |
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