+150.3%
EMR vs FROG
+21.7%
+128.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +3.1% | -5.5% | +8.6% | +3.5% |
| 30D | -3.5% | -3.1% | -0.4% | -3.4% |
| 3M | +9.8% | +1.2% | +8.5% | +9.3% |
| 6M | +10.8% | +113.7% | -102.9% | +3.8% |
| YTD | +15.9% | +38.9% | -22.9% | +11.5% |
| 1Y | +16.4% | +72.0% | -55.5% | +9.7% |
| 3Y | +62.1% | +217.1% | -155.0% | +43.5% |
| 5Y | +62.9% | +130.6% | -67.7% | +39.7% |
| All | +150.3% | +21.7% | +128.6% | +112.9% |
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