+108.3%
V vs FROG
+207.6%
-99.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.1% |
| 7D | +0.9% | +12.5% | -11.6% | -0.1% |
| 30D | +9.0% | +23.5% | -14.6% | +6.3% |
| 3M | +16.7% | +19.4% | -2.7% | +13.9% |
| 6M | +33.4% | +77.0% | -43.6% | +24.4% |
| YTD | +22.4% | +81.9% | -59.5% | +12.3% |
| 1Y | +27.7% | +90.7% | -63.0% | +16.3% |
| 3Y | +78.0% | +328.5% | -250.5% | +38.4% |
| All | +108.3% | +207.6% | -99.3% | +67.8% |
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