+49.7%
EIX vs FROG
+21.7%
+28.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.5% |
| 7D | +0.9% | -5.5% | +6.4% | +0.9% |
| 30D | -13.5% | -3.1% | -10.4% | -13.6% |
| 3M | -15.3% | +1.2% | -16.5% | -15.4% |
| 6M | -15.3% | +113.7% | -129.0% | -16.6% |
| YTD | +2.7% | +38.9% | -36.1% | +1.9% |
| 1Y | +17.4% | +72.0% | -54.5% | +15.7% |
| 3Y | -1.3% | +217.1% | -218.4% | -5.3% |
| 5Y | +27.2% | +130.6% | -103.4% | +20.0% |
| All | +49.7% | +21.7% | +28.0% | +41.5% |
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