+17.1%
UL vs FROG
+45.3%
-28.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.3% |
| 7D | +2.6% | +17.0% | -14.5% | +2.9% |
| 30D | +6.8% | +1.3% | +5.5% | +7.1% |
| 3M | +5.7% | +17.5% | -11.7% | +6.0% |
| 6M | +15.9% | +46.8% | -30.9% | +16.0% |
| YTD | +4.3% | +65.8% | -61.5% | +4.5% |
| 1Y | -0.4% | +61.0% | -61.4% | -0.2% |
| 3Y | +35.0% | +296.7% | -261.8% | +30.4% |
| 5Y | +31.6% | +177.8% | -146.2% | +27.4% |
| All | +17.1% | +45.3% | -28.2% | +16.6% |
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