+70.3%
ED vs FROG
+129.7%
-59.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.4% |
| 7D | -0.2% | -11.3% | +11.1% | -0.4% |
| 30D | -0.1% | +3.6% | -3.8% | 0.0% |
| 3M | +3.9% | +1.7% | +2.3% | +4.1% |
| 6M | -3.0% | +123.5% | -126.6% | -2.0% |
| YTD | +10.7% | +40.2% | -29.6% | +11.5% |
| 1Y | +13.3% | +81.0% | -67.6% | +14.4% |
| 3Y | +34.5% | +194.8% | -160.3% | +35.3% |
| All | +70.3% | +129.7% | -59.4% | +64.6% |
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