-30.8%
EFX vs FROG
+73.7%
-104.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.1% |
| 7D | -9.4% | -4.8% | -4.6% | -9.0% |
| 30D | -6.9% | -0.9% | -5.9% | -7.0% |
| 3M | +0.1% | +7.5% | -7.3% | -0.9% |
| 6M | -17.3% | +107.0% | -124.3% | -23.1% |
| YTD | -21.8% | +39.8% | -61.6% | -26.1% |
| All | -30.8% | +73.7% | -104.5% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling