+177.9%
NDAQ vs FROG
+55.2%
+122.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +1.7% | +48.2% | -46.5% | -2.7% |
| 30D | +16.2% | +11.4% | +4.8% | +14.1% |
| 3M | +14.0% | +28.5% | -14.6% | +9.8% |
| 6M | +22.3% | +63.7% | -41.5% | +13.9% |
| YTD | +13.0% | +77.1% | -64.1% | +2.7% |
| 1Y | +24.0% | +79.3% | -55.3% | +12.4% |
| 3Y | +117.1% | +323.8% | -206.7% | +68.5% |
| 5Y | +67.5% | +198.9% | -131.4% | +28.4% |
| All | +177.9% | +55.2% | +122.7% | +117.5% |
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