+68.0%
ACWI vs FROG
+129.7%
-61.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | +0.5% | -11.3% | +11.8% | +1.8% |
| 30D | +0.9% | +3.6% | -2.8% | +0.2% |
| 3M | +2.4% | +1.7% | +0.7% | +1.6% |
| 6M | +12.4% | +123.5% | -111.2% | +0.5% |
| YTD | +15.2% | +40.2% | -25.1% | +8.2% |
| 1Y | +22.7% | +81.0% | -58.3% | +10.5% |
| 3Y | +75.8% | +194.8% | -119.0% | +40.3% |
| All | +68.0% | +129.7% | -61.7% | +34.4% |
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 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