+151.4%
EMR vs FROG
+22.9%
+128.4%
-29.6%
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 | -1.5% | -11.3% | +9.8% | -0.7% |
| 30D | -5.6% | +3.6% | -9.3% | -6.0% |
| 3M | +7.9% | +1.7% | +6.3% | +7.5% |
| 6M | +6.0% | +123.5% | -117.5% | -1.0% |
| YTD | +16.4% | +40.2% | -23.8% | +11.9% |
| 1Y | +16.6% | +81.0% | -64.4% | +9.5% |
| 3Y | +62.9% | +194.8% | -131.9% | +44.7% |
| 5Y | +60.1% | +131.8% | -71.7% | +37.2% |
| All | +151.4% | +22.9% | +128.4% | +113.7% |
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