+16.6%
EFX vs FROG
+22.9%
-6.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.0% | -5.8% |
| 7D | -8.6% | -11.3% | +2.6% | -6.9% |
| 30D | +0.1% | +3.6% | -3.5% | -0.8% |
| 3M | +3.8% | +1.7% | +2.2% | +2.7% |
| 6M | -13.5% | +123.5% | -137.0% | -25.7% |
| YTD | -17.7% | +40.2% | -57.9% | -24.4% |
| 1Y | -25.6% | +81.0% | -106.6% | -35.3% |
| 3Y | -12.1% | +194.8% | -206.8% | -33.5% |
| 5Y | -33.8% | +131.8% | -165.6% | -51.8% |
| All | +16.6% | +22.9% | -6.3% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling