+21.4%
UL vs FROG
+125.4%
-104.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -1.3% | -5.5% | +4.2% | -1.3% |
| 30D | +0.9% | -3.1% | +4.0% | +0.9% |
| 3M | +14.2% | +1.2% | +13.0% | +14.3% |
| 6M | -3.2% | +113.7% | -116.9% | -3.3% |
| YTD | -0.3% | +38.9% | -39.2% | +0.1% |
| 1Y | -8.8% | +72.0% | -80.8% | -8.9% |
| 3Y | +23.9% | +217.1% | -193.2% | +20.4% |
| 5Y | +21.4% | +130.6% | -109.3% | +15.4% |
| All | +21.4% | +125.4% | -104.0% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling