-58.4%
W vs FROG
+59.4%
-117.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.8% |
| 7D | +0.2% | +12.5% | -12.3% | -4.9% |
| 30D | +6.8% | +23.5% | -16.7% | -6.6% |
| 3M | +10.7% | +19.4% | -8.7% | -3.2% |
| 6M | +86.3% | +77.0% | +9.3% | +31.6% |
| YTD | +11.5% | +81.9% | -70.4% | -28.5% |
| 1Y | +5.1% | +90.7% | -85.6% | -35.1% |
| 3Y | +171.0% | +328.5% | -157.5% | -12.4% |
| 5Y | -56.6% | +207.0% | -263.6% | -85.1% |
| All | -58.4% | +59.4% | -117.8% | -84.7% |
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