+56.8%
EQIX vs FROG
+55.2%
+1.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +7.6% | +48.2% | -40.7% | +2.6% |
| 30D | +5.2% | +11.4% | -6.2% | +3.3% |
| 3M | +0.8% | +28.5% | -27.7% | -2.9% |
| 6M | +0.2% | +63.7% | -63.5% | -6.7% |
| YTD | +42.2% | +77.1% | -34.9% | +29.3% |
| 1Y | +34.7% | +79.3% | -44.6% | +22.1% |
| 3Y | +49.0% | +323.8% | -274.8% | +14.2% |
| 5Y | +52.8% | +198.9% | -146.1% | +14.9% |
| All | +56.8% | +55.2% | +1.6% | +21.9% |
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 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