+10.7%
EFX vs FROG
+24.4%
-13.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.3% |
| 7D | -11.1% | -2.2% | -9.0% | -10.8% |
| 30D | -7.4% | +3.0% | -10.3% | -8.1% |
| 3M | +1.5% | +10.3% | -8.8% | -0.9% |
| 6M | -13.7% | +116.7% | -130.4% | -25.4% |
| YTD | -21.9% | +41.9% | -63.8% | -28.4% |
| 1Y | -30.8% | +78.5% | -109.3% | -39.6% |
| 3Y | -12.4% | +224.1% | -236.5% | -34.9% |
| 5Y | -35.9% | +142.4% | -178.3% | -53.5% |
| All | +10.7% | +24.4% | -13.7% | -16.3% |
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