-22.7%
U vs FROG
+79.1%
-101.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +3.9% |
| 7D | +2.6% | +12.5% | -9.9% | -3.5% |
| 30D | +27.6% | +23.5% | +4.0% | +8.6% |
| 3M | +15.3% | +19.4% | -4.1% | -1.7% |
| 6M | +96.4% | +77.0% | +19.4% | +30.5% |
| YTD | +19.6% | +81.9% | -62.3% | -26.7% |
| 1Y | +42.1% | +90.7% | -48.6% | -15.5% |
| 3Y | +87.5% | +328.5% | -241.0% | -46.2% |
| 5Y | -73.1% | +207.0% | -280.2% | -91.2% |
| All | -22.7% | +79.1% | -101.9% | -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