-68.6%
EOSE vs FROG
+133.6%
-202.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.8% |
| 7D | +15.0% | -4.8% | +19.8% | +17.2% |
| 30D | +2.5% | -0.9% | +3.4% | +2.0% |
| 3M | -33.7% | +7.5% | -41.2% | -36.1% |
| 6M | -32.7% | +107.0% | -139.8% | -51.6% |
| YTD | -63.8% | +39.8% | -103.6% | -70.6% |
| 1Y | -40.5% | +74.8% | -115.4% | -56.6% |
| 3Y | +50.4% | +219.3% | -168.9% | -28.1% |
| 5Y | -68.6% | +133.0% | -201.5% | -84.9% |
| All | -68.6% | +133.6% | -202.2% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling