-13.0%
EFX vs FROG
+219.3%
-232.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.1% |
| 7D | -9.4% | -4.8% | -4.6% | -8.8% |
| 30D | -6.9% | -0.9% | -5.9% | -7.1% |
| 3M | +0.1% | +7.5% | -7.3% | -1.5% |
| 6M | -17.3% | +107.0% | -124.3% | -26.6% |
| YTD | -21.8% | +39.8% | -61.6% | -27.3% |
| 1Y | -32.5% | +74.8% | -107.4% | -39.9% |
| All | -13.0% | +219.3% | -232.3% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling