+54.3%
EEM vs FROG
+59.4%
-5.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | +2.7% | +12.5% | -9.8% | +1.5% |
| 30D | -5.4% | +23.5% | -28.9% | -7.9% |
| 3M | -8.6% | +19.4% | -28.0% | -11.0% |
| 6M | -8.9% | +77.0% | -85.9% | -15.0% |
| YTD | +11.9% | +81.9% | -69.9% | +2.9% |
| 1Y | +13.1% | +90.7% | -77.6% | +3.3% |
| 3Y | +70.7% | +328.5% | -257.9% | +36.2% |
| 5Y | +31.8% | +207.0% | -175.3% | +4.9% |
| All | +54.3% | +59.4% | -5.1% | +27.0% |
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 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