+97.8%
ED vs FROG
+59.4%
+38.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.4% |
| 7D | +2.1% | +12.5% | -10.4% | +2.4% |
| 30D | +10.4% | +23.5% | -13.1% | +11.3% |
| 3M | +12.5% | +19.4% | -6.8% | +13.4% |
| 6M | +14.9% | +77.0% | -62.1% | +16.4% |
| YTD | +24.8% | +81.9% | -57.0% | +26.7% |
| 1Y | +23.8% | +90.7% | -66.8% | +25.8% |
| 3Y | +51.6% | +328.5% | -276.9% | +54.3% |
| 5Y | +86.4% | +207.0% | -120.6% | +89.2% |
| All | +97.8% | +59.4% | +38.4% | +104.2% |
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 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