-24.8%
U vs FROG
+70.6%
-95.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -3.6% |
| 7D | +32.3% | +27.1% | +5.2% | +12.0% |
| 30D | +9.7% | +5.8% | +3.9% | +1.6% |
| 3M | +19.6% | +20.8% | -1.2% | +0.8% |
| 6M | +82.6% | +53.3% | +29.3% | +31.2% |
| YTD | +16.4% | +73.2% | -56.8% | -26.8% |
| 1Y | +28.5% | +80.3% | -51.8% | -21.2% |
| 3Y | +103.8% | +318.3% | -214.6% | -41.1% |
| 5Y | -70.0% | +179.9% | -249.9% | -89.7% |
| All | -24.8% | +70.6% | -95.3% | -69.4% |
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