+12.1%
ACWI vs FROG
+78.6%
-66.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +2.3% |
| 7D | +0.3% | +27.1% | -26.8% | -0.7% |
| 30D | -2.8% | +5.8% | -8.6% | -3.2% |
| 3M | -3.2% | +20.8% | -24.0% | -4.1% |
| 6M | +1.3% | +53.3% | -52.1% | -0.6% |
| YTD | +11.2% | +73.2% | -62.0% | +8.4% |
| All | +12.1% | +78.6% | -66.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling