+91.0%
V vs FROG
+22.9%
+68.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.7% |
| 7D | -1.7% | -11.3% | +9.6% | -0.7% |
| 30D | +2.0% | +3.6% | -1.7% | +1.4% |
| 3M | +17.4% | +1.7% | +15.7% | +16.6% |
| 6M | +17.5% | +123.5% | -106.0% | +7.7% |
| YTD | +7.6% | +40.2% | -32.7% | +2.4% |
| 1Y | +7.7% | +81.0% | -73.3% | -0.7% |
| 3Y | +54.7% | +194.8% | -140.1% | +31.0% |
| 5Y | +73.0% | +131.8% | -58.8% | +42.5% |
| All | +91.0% | +22.9% | +68.1% | +59.6% |
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