+991.4%
EME vs FROG
+24.4%
+967.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | -8.4% | +3.0% | -11.4% | -8.8% |
| 3M | -3.6% | +10.3% | -13.9% | -4.8% |
| 6M | +3.6% | +116.7% | -113.1% | -4.8% |
| YTD | +22.5% | +41.9% | -19.4% | +16.6% |
| 1Y | +18.2% | +78.5% | -60.3% | +9.1% |
| 3Y | +238.4% | +224.1% | +14.2% | +188.5% |
| 5Y | +550.5% | +142.4% | +408.1% | +444.1% |
| All | +991.4% | +24.4% | +967.0% | +809.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling