+115.3%
V vs FROG
+41.7%
+73.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +35.3% | -35.3% | -2.7% |
| 7D | +2.2% | +7.0% | -4.8% | +1.2% |
| 30D | +13.6% | +2.9% | +10.7% | +12.6% |
| 3M | +14.3% | +21.6% | -7.3% | +11.4% |
| 6M | +33.1% | +87.7% | -54.6% | +23.8% |
| YTD | +21.2% | +61.7% | -40.4% | +13.3% |
| 1Y | +26.4% | +113.7% | -87.2% | +14.2% |
| 3Y | +77.6% | +267.7% | -190.2% | +46.6% |
| 5Y | +102.6% | +158.8% | -56.2% | +64.4% |
| All | +115.3% | +41.7% | +73.6% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling