+52.3%
EIX vs FROG
+41.7%
+10.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +35.3% | -37.8% | -2.5% |
| 7D | +1.0% | +7.0% | -6.0% | +1.1% |
| 30D | +9.1% | +2.9% | +6.2% | +9.2% |
| 3M | -10.2% | +21.6% | -31.8% | -10.3% |
| 6M | -11.2% | +87.7% | -98.9% | -12.1% |
| YTD | +4.5% | +61.7% | -57.2% | +3.7% |
| 1Y | +10.9% | +113.7% | -102.8% | +9.1% |
| 3Y | +8.4% | +267.7% | -259.3% | +4.2% |
| 5Y | +18.0% | +158.8% | -140.8% | +11.3% |
| All | +52.3% | +41.7% | +10.6% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling