-2.1%
EME vs FROG
+83.7%
-85.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.4% | -7.2% | -9.6% |
| 7D | -5.8% | -14.1% | +8.3% | -5.5% |
| 30D | -17.9% | -11.8% | -6.1% | -17.7% |
| 3M | -22.0% | +0.1% | -22.1% | -21.9% |
| 6M | -29.7% | +64.2% | -93.9% | -29.4% |
| YTD | +4.7% | +38.2% | -33.5% | +5.0% |
| 1Y | -2.1% | +85.4% | -87.5% | -2.8% |
| All | -2.1% | +83.7% | -85.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling