+250.1%
EME vs FROG
+217.1%
+33.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.6% |
| 7D | +5.2% | -5.5% | +10.7% | +5.8% |
| 30D | -5.4% | -3.1% | -2.2% | -5.2% |
| 3M | -6.1% | +1.2% | -7.3% | -6.7% |
| 6M | +9.7% | +113.7% | -104.0% | -0.6% |
| YTD | +26.6% | +38.9% | -12.3% | +20.2% |
| 1Y | +24.6% | +72.0% | -47.3% | +13.7% |
| All | +250.1% | +217.1% | +33.0% | +186.0% |
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