-60.8%
EOSE vs FROG
+18.4%
-79.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | -6.8% | +1.3% | -8.2% | -8.1% |
| 3M | -36.3% | +11.1% | -47.4% | -39.4% |
| 6M | -38.8% | +108.3% | -147.1% | -55.6% |
| YTD | -65.5% | +39.6% | -105.1% | -71.9% |
| 1Y | -45.3% | +74.7% | -120.0% | -59.7% |
| 3Y | +44.2% | +224.1% | -179.9% | -28.4% |
| 5Y | -69.5% | +138.4% | -207.9% | -84.3% |
| All | -60.8% | +18.4% | -79.2% | -77.3% |
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