-10.4%
EFX vs FROG
+72.4%
-82.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.1% |
| 7D | -2.0% | +26.8% | -28.8% | -2.7% |
| 30D | +27.9% | +10.6% | +17.3% | +27.9% |
| 3M | +3.8% | +27.2% | -23.3% | +2.0% |
| 6M | +13.0% | +58.7% | -45.7% | +8.4% |
| YTD | -12.4% | +75.3% | -87.7% | -18.4% |
| 1Y | -10.4% | +71.1% | -81.5% | -16.2% |
| All | -10.4% | +72.4% | -82.8% | -16.2% |
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 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