+12.4%
EIX vs FROG
+323.8%
-311.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -1.5% | +48.2% | -49.7% | -0.7% |
| 30D | +8.1% | +11.4% | -3.3% | +8.7% |
| 3M | -12.1% | +28.5% | -40.7% | -11.7% |
| 6M | -13.4% | +63.7% | -77.2% | -13.1% |
| YTD | +5.6% | +77.1% | -71.5% | +6.1% |
| 1Y | +7.8% | +79.3% | -71.5% | +8.3% |
| All | +12.4% | +323.8% | -311.3% | +1.9% |
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