+53.7%
EIX vs FROG
+53.7%
0.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -0.5% |
| 7D | -2.5% | +26.8% | -29.4% | -2.5% |
| 30D | +7.7% | +10.6% | -2.9% | +7.8% |
| 3M | -12.9% | +27.2% | -40.0% | -12.9% |
| 6M | -12.7% | +58.7% | -71.4% | -13.1% |
| YTD | +5.5% | +75.3% | -69.9% | +4.7% |
| 1Y | +9.4% | +71.1% | -61.7% | +8.6% |
| 3Y | +9.7% | +319.6% | -309.9% | +5.3% |
| 5Y | +16.9% | +195.7% | -178.7% | +10.4% |
| All | +53.7% | +53.7% | 0.0% | +45.3% |
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