+18.6%
EIX vs FROG
+207.6%
-189.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.3% |
| 7D | +1.4% | +12.5% | -11.1% | +1.3% |
| 30D | +8.5% | +23.5% | -15.0% | +8.5% |
| 3M | -13.5% | +19.4% | -32.8% | -13.5% |
| 6M | -12.4% | +77.0% | -89.4% | -13.3% |
| YTD | +5.9% | +81.9% | -76.0% | +4.5% |
| 1Y | +7.6% | +90.7% | -83.1% | +5.9% |
| 3Y | +12.8% | +328.5% | -315.7% | +4.9% |
| All | +18.6% | +207.6% | -189.0% | +4.7% |
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 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