+66.2%
XYZ vs FROG
+299.7%
-233.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -2.6% |
| 7D | +12.6% | +17.0% | -4.4% | +8.4% |
| 30D | +10.8% | +1.3% | +9.5% | +9.2% |
| 3M | +8.4% | +17.5% | -9.1% | +3.3% |
| 6M | +14.3% | +46.8% | -32.4% | +3.6% |
| YTD | +31.5% | +65.8% | -34.3% | +14.3% |
| 1Y | +28.1% | +61.0% | -32.9% | +11.8% |
| 3Y | +66.2% | +296.7% | -230.6% | +9.2% |
| All | +66.2% | +299.7% | -233.5% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling