+136.1%
EBAY vs FROG
+22.3%
+113.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.2% | +2.8% |
| 7D | +4.2% | -0.5% | +4.7% | +4.2% |
| 30D | +5.6% | +1.3% | +4.3% | +5.1% |
| 3M | -1.4% | +11.1% | -12.5% | -3.3% |
| 6M | +18.2% | +108.3% | -90.1% | +6.1% |
| YTD | +24.8% | +39.6% | -14.7% | +16.7% |
| 1Y | +18.0% | +74.7% | -56.7% | +6.4% |
| 3Y | +160.3% | +224.1% | -63.8% | +101.4% |
| 5Y | +62.1% | +138.4% | -76.2% | +25.2% |
| All | +136.1% | +22.3% | +113.8% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling