-56.5%
W vs FROG
+51.8%
-108.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.5% | +1.5% |
| 7D | +3.3% | +27.1% | -23.8% | -10.2% |
| 30D | +10.5% | +5.8% | +4.7% | +3.6% |
| 3M | +9.6% | +20.8% | -11.2% | -5.2% |
| 6M | +76.4% | +53.3% | +23.0% | +33.3% |
| YTD | +16.4% | +73.2% | -56.8% | -23.7% |
| 1Y | +9.3% | +80.3% | -71.0% | -30.7% |
| 3Y | +172.8% | +318.3% | -145.5% | -11.4% |
| 5Y | -53.4% | +179.9% | -233.3% | -83.4% |
| All | -56.5% | +51.8% | -108.3% | -83.7% |
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