+24.1%
EFX vs FROG
+53.7%
-29.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.7% |
| 7D | -2.0% | +26.8% | -28.8% | -6.0% |
| 30D | +27.9% | +10.6% | +17.3% | +24.5% |
| 3M | +3.8% | +27.2% | -23.3% | -1.6% |
| 6M | +13.0% | +58.7% | -45.7% | +2.6% |
| YTD | -12.4% | +75.3% | -87.7% | -23.3% |
| 1Y | -10.4% | +71.1% | -81.5% | -21.4% |
| 3Y | +4.4% | +319.6% | -315.1% | -26.2% |
| 5Y | -28.9% | +195.7% | -224.5% | -50.6% |
| All | +24.1% | +53.7% | -29.5% | -10.4% |
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