+17.6%
UL vs FROG
+59.4%
-41.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.1% |
| 7D | +1.1% | +12.5% | -11.4% | +1.2% |
| 30D | +4.5% | +23.5% | -19.0% | +4.9% |
| 3M | +6.5% | +19.4% | -12.9% | +6.9% |
| 6M | +18.2% | +77.0% | -58.8% | +18.3% |
| YTD | +4.7% | +81.9% | -77.2% | +5.0% |
| 1Y | +0.8% | +90.7% | -89.9% | +0.9% |
| 3Y | +35.9% | +328.5% | -292.6% | +31.5% |
| 5Y | +33.4% | +207.0% | -173.6% | +29.2% |
| All | +17.6% | +59.4% | -41.8% | +17.2% |
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