+178.8%
EMR vs FROG
+51.8%
+127.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.1% | -2.7% | +3.9% |
| 7D | +2.1% | +27.1% | -25.0% | +0.2% |
| 30D | +4.8% | +5.8% | -1.1% | +3.9% |
| 3M | +7.5% | +20.8% | -13.4% | +5.4% |
| 6M | +20.9% | +53.3% | -32.5% | +16.2% |
| YTD | +29.2% | +73.2% | -44.0% | +21.7% |
| 1Y | +33.0% | +80.3% | -47.3% | +24.8% |
| 3Y | +109.8% | +318.3% | -208.6% | +81.7% |
| 5Y | +91.9% | +179.9% | -88.0% | +61.2% |
| All | +178.8% | +51.8% | +127.0% | +132.4% |
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