+43.3%
EIX vs FROG
+22.9%
+20.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +0.9% |
| 7D | -19.1% | -11.3% | -7.8% | -19.1% |
| 30D | -16.9% | +3.6% | -20.5% | -17.0% |
| 3M | -20.0% | +1.7% | -21.7% | -20.1% |
| 6M | -21.3% | +123.5% | -144.8% | -22.6% |
| YTD | -1.7% | +40.2% | -42.0% | -2.5% |
| 1Y | +9.6% | +81.0% | -71.4% | +7.8% |
| 3Y | -3.7% | +194.8% | -198.4% | -7.4% |
| 5Y | +22.6% | +131.8% | -109.2% | +15.7% |
| All | +43.3% | +22.9% | +20.4% | +35.3% |
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 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