+13.1%
ACWI vs FROG
+85.3%
-72.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.4% |
| 7D | +2.4% | +12.5% | -10.0% | +2.0% |
| 30D | -1.7% | +23.5% | -25.2% | -2.6% |
| 3M | -3.9% | +19.4% | -23.3% | -4.8% |
| 6M | +0.8% | +77.0% | -76.2% | -1.5% |
| YTD | +11.0% | +81.9% | -70.8% | +8.0% |
| 1Y | +13.1% | +90.7% | -77.6% | +9.5% |
| All | +13.1% | +85.3% | -72.2% | +9.5% |
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