+549.2%
EME vs FROG
+133.6%
+415.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | +2.7% | -4.8% | +7.5% | +3.3% |
| 30D | -6.8% | -0.9% | -5.9% | -6.9% |
| 3M | -8.8% | +7.5% | -16.3% | -10.1% |
| 6M | +5.0% | +107.0% | -102.0% | -5.3% |
| YTD | +23.5% | +39.8% | -16.3% | +16.1% |
| 1Y | +21.3% | +74.8% | -53.5% | +9.6% |
| 3Y | +241.1% | +219.3% | +21.8% | +172.7% |
| 5Y | +549.2% | +133.0% | +416.2% | +439.8% |
| All | +549.2% | +133.6% | +415.6% | +439.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling