+62.6%
XYZ vs FROG
+335.2%
-272.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.3% |
| 7D | -1.1% | +12.5% | -13.6% | -3.2% |
| 30D | +11.5% | +23.5% | -12.0% | +5.8% |
| 3M | +1.8% | +19.4% | -17.6% | -3.1% |
| 6M | +21.2% | +77.0% | -55.8% | +6.0% |
| YTD | +29.9% | +81.9% | -51.9% | +11.0% |
| 1Y | +35.8% | +90.7% | -54.9% | +14.6% |
| 3Y | +62.6% | +328.5% | -265.9% | +5.2% |
| All | +62.6% | +335.2% | -272.7% | +5.2% |
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