+29.6%
EMB vs FROG
+335.2%
-305.7%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | -0.9% | +12.5% | -13.4% | -1.2% |
| 30D | +0.4% | +23.5% | -23.2% | -0.2% |
| 3M | -3.1% | +19.4% | -22.5% | -3.6% |
| 6M | -2.1% | +77.0% | -79.1% | -3.7% |
| YTD | -1.1% | +81.9% | -83.0% | -3.0% |
| 1Y | -0.1% | +90.7% | -90.7% | -2.2% |
| 3Y | +29.6% | +328.5% | -298.9% | +17.0% |
| All | +29.6% | +335.2% | -305.7% | +17.0% |
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