+82.9%
ED vs FROG
+160.8%
-77.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +35.3% | -37.7% | -1.3% |
| 7D | +1.6% | +7.0% | -5.3% | +2.2% |
| 30D | +13.3% | +2.9% | +10.4% | +13.8% |
| 3M | +9.7% | +21.6% | -11.9% | +10.7% |
| 6M | +12.8% | +87.7% | -74.9% | +14.6% |
| YTD | +22.3% | +61.7% | -39.4% | +24.3% |
| 1Y | +26.3% | +113.7% | -87.4% | +28.7% |
| 3Y | +45.0% | +267.7% | -222.7% | +48.0% |
| All | +82.9% | +160.8% | -77.9% | +79.6% |
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