+74.0%
EEM vs FROG
+22.9%
+51.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.1% |
| 7D | +2.3% | -11.3% | +13.6% | +3.5% |
| 30D | +4.5% | +3.6% | +0.9% | +3.9% |
| 3M | -0.1% | +1.7% | -1.7% | -0.7% |
| 6M | +16.9% | +123.5% | -106.6% | +6.9% |
| YTD | +26.2% | +40.2% | -14.0% | +19.9% |
| 1Y | +40.5% | +81.0% | -40.5% | +29.0% |
| 3Y | +86.2% | +194.8% | -108.6% | +55.5% |
| 5Y | +45.5% | +131.8% | -86.3% | +19.7% |
| All | +74.0% | +22.9% | +51.1% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling