+133.8%
META vs FROG
+41.7%
+92.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +35.3% | -34.5% | -5.8% |
| 7D | -0.8% | +7.0% | -7.8% | -3.1% |
| 30D | -15.4% | +2.9% | -18.3% | -17.0% |
| 3M | +3.5% | +21.6% | -18.1% | -2.5% |
| 6M | -0.3% | +87.7% | -87.9% | -16.3% |
| YTD | -7.3% | +61.7% | -69.0% | -21.5% |
| 1Y | -1.1% | +113.7% | -114.8% | -23.0% |
| 3Y | +95.1% | +267.7% | -172.7% | +21.8% |
| 5Y | +80.6% | +158.8% | -78.2% | +12.4% |
| All | +133.8% | +41.7% | +92.1% | +53.6% |
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