+9.0%
EMB vs FROG
+41.7%
-32.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +35.3% | -35.3% | -1.4% |
| 7D | -0.1% | +7.0% | -7.1% | -0.6% |
| 30D | +1.3% | +2.9% | -1.6% | +0.9% |
| 3M | -2.2% | +21.6% | -23.9% | -3.4% |
| 6M | -2.3% | +87.7% | -90.0% | -5.7% |
| YTD | -0.6% | +61.7% | -62.3% | -3.8% |
| 1Y | +0.5% | +113.7% | -113.2% | -4.3% |
| 3Y | +29.4% | +267.7% | -238.3% | +17.7% |
| 5Y | +6.5% | +158.8% | -152.3% | -4.1% |
| All | +9.0% | +41.7% | -32.7% | -1.1% |
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 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