+867.1%
EME vs FROG
+55.2%
+811.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +11.3% | +48.2% | -36.9% | +6.8% |
| 30D | -14.6% | +11.4% | -26.0% | -15.9% |
| 3M | -20.4% | +28.5% | -49.0% | -23.0% |
| 6M | -28.3% | +63.7% | -92.0% | -32.4% |
| YTD | +8.6% | +77.1% | -68.5% | +0.4% |
| 1Y | +3.2% | +79.3% | -76.1% | -4.7% |
| 3Y | +216.8% | +323.8% | -107.0% | +162.0% |
| 5Y | +417.5% | +198.9% | +218.6% | +321.1% |
| All | +867.1% | +55.2% | +811.9% | +683.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling