+22.7%
EIX vs FROG
+129.7%
-107.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +0.9% |
| 7D | -19.1% | -11.3% | -7.8% | -19.0% |
| 30D | -16.9% | +3.6% | -20.5% | -17.1% |
| 3M | -20.0% | +1.7% | -21.7% | -20.2% |
| 6M | -21.3% | +123.5% | -144.8% | -23.3% |
| YTD | -1.7% | +40.2% | -42.0% | -3.0% |
| 1Y | +9.6% | +81.0% | -71.4% | +6.8% |
| 3Y | -3.7% | +194.8% | -198.4% | -9.9% |
| All | +22.7% | +129.7% | -107.0% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling