+103.3%
EMR vs FROG
+335.2%
-232.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | +2.8% | +12.5% | -9.6% | +1.9% |
| 30D | +3.7% | +23.5% | -19.9% | +1.6% |
| 3M | +2.0% | +19.4% | -17.4% | +0.1% |
| 6M | +22.1% | +77.0% | -54.9% | +15.4% |
| YTD | +27.2% | +81.9% | -54.6% | +18.3% |
| 1Y | +32.0% | +90.7% | -58.6% | +22.1% |
| 3Y | +103.3% | +328.5% | -225.3% | +62.6% |
| All | +103.3% | +335.2% | -232.0% | +62.6% |
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