+573.9%
P vs FROG
+51.8%
+522.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.8% | +4.4% |
| 7D | -9.6% | +27.1% | -36.7% | -16.0% |
| 30D | -33.4% | +5.8% | -39.3% | -35.0% |
| 3M | +14.2% | +20.8% | -6.6% | +6.5% |
| 6M | +31.6% | +53.3% | -21.8% | +14.1% |
| YTD | +53.5% | +73.2% | -19.7% | +24.8% |
| 1Y | +14.2% | +80.3% | -66.1% | -8.7% |
| 3Y | +190.5% | +318.3% | -127.8% | +69.4% |
| 5Y | +256.3% | +179.9% | +76.4% | +114.2% |
| All | +573.9% | +51.8% | +522.1% | +333.0% |
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