+999.9%
EME vs FROG
+22.9%
+977.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.1% | +2.0% |
| 7D | +1.9% | -11.3% | +13.2% | +3.0% |
| 30D | -8.3% | +3.6% | -11.9% | -8.7% |
| 3M | -10.7% | +1.7% | -12.4% | -11.3% |
| 6M | +1.9% | +123.5% | -121.6% | -6.6% |
| YTD | +23.5% | +40.2% | -16.8% | +17.6% |
| 1Y | +18.0% | +81.0% | -63.0% | +8.7% |
| 3Y | +236.1% | +194.8% | +41.4% | +188.7% |
| 5Y | +527.9% | +131.8% | +396.1% | +425.4% |
| All | +999.9% | +22.9% | +977.0% | +817.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling