+84.2%
EBAY vs FROG
+170.5%
-86.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.5% |
| 7D | +4.1% | +17.0% | -12.9% | +1.9% |
| 30D | +10.1% | +1.3% | +8.8% | +9.2% |
| 3M | +15.0% | +17.5% | -2.4% | +11.6% |
| 6M | +15.4% | +46.8% | -31.4% | +8.3% |
| YTD | +43.1% | +65.8% | -22.7% | +30.2% |
| 1Y | +46.9% | +61.0% | -14.1% | +34.0% |
| 3Y | +225.8% | +296.7% | -71.0% | +139.2% |
| 5Y | +84.2% | +177.8% | -93.7% | +38.0% |
| All | +84.2% | +170.5% | -86.3% | +38.0% |
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