+55.4%
ACWI vs FROG
+76.3%
-20.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -13.6% | +9.8% | -2.3% |
| 7D | -4.0% | -24.5% | +20.5% | -1.2% |
| 30D | -5.8% | -24.3% | +18.4% | -3.2% |
| 3M | -5.0% | -11.7% | +6.7% | -4.4% |
| 6M | +0.7% | +37.1% | -36.4% | -4.6% |
| YTD | +8.4% | +19.5% | -11.0% | +3.3% |
| 1Y | +10.1% | +61.8% | -51.7% | -0.1% |
| 3Y | +70.8% | +178.1% | -107.4% | +35.9% |
| 5Y | +55.4% | +91.2% | -35.9% | +23.2% |
| All | +55.4% | +76.3% | -20.9% | +23.2% |
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 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