+47.6%
UNH vs FROG
+59.4%
-11.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.5% |
| 7D | +3.4% | +12.5% | -9.1% | +3.1% |
| 30D | +3.0% | +23.5% | -20.5% | +2.3% |
| 3M | +2.7% | +19.4% | -16.7% | +2.0% |
| 6M | +2.8% | +77.0% | -74.2% | +0.8% |
| YTD | +25.9% | +81.9% | -56.0% | +22.7% |
| 1Y | +25.8% | +90.7% | -64.9% | +22.5% |
| 3Y | -20.0% | +328.5% | -348.5% | -23.6% |
| 5Y | -2.8% | +207.0% | -209.9% | -8.6% |
| All | +47.6% | +59.4% | -11.8% | +40.2% |
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