+55.0%
ACWI vs FROG
+160.8%
-105.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +35.3% | -35.4% | -3.7% |
| 7D | -2.4% | +7.0% | -9.3% | -3.6% |
| 30D | -5.2% | +2.9% | -8.1% | -6.2% |
| 3M | -4.8% | +21.6% | -26.4% | -7.9% |
| 6M | -1.3% | +87.7% | -89.0% | -10.0% |
| YTD | +8.4% | +61.7% | -53.3% | -0.5% |
| 1Y | +11.0% | +113.7% | -102.6% | -2.6% |
| 3Y | +70.6% | +267.7% | -197.2% | +31.3% |
| All | +55.0% | +160.8% | -105.8% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling