+47.0%
EEM vs FROG
+125.4%
-78.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +3.1% | -5.5% | +8.6% | +3.7% |
| 30D | +4.9% | -3.1% | +8.0% | +5.0% |
| 3M | +5.2% | +1.2% | +4.0% | +4.6% |
| 6M | +20.7% | +113.7% | -93.0% | +10.5% |
| YTD | +26.5% | +38.9% | -12.4% | +20.1% |
| 1Y | +37.8% | +72.0% | -34.1% | +26.9% |
| 3Y | +91.0% | +217.1% | -126.1% | +54.8% |
| 5Y | +47.0% | +130.6% | -83.6% | +20.2% |
| All | +47.0% | +125.4% | -78.4% | +20.2% |
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 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