+49.7%
EQIX vs FROG
+24.4%
+25.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -2.0% |
| 7D | -1.6% | -2.2% | +0.5% | -1.4% |
| 30D | -0.4% | +3.0% | -3.3% | -0.9% |
| 3M | -0.9% | +10.3% | -11.2% | -2.6% |
| 6M | +8.1% | +116.7% | -108.6% | -2.7% |
| YTD | +35.7% | +41.9% | -6.3% | +27.4% |
| 1Y | +34.0% | +78.5% | -44.6% | +21.1% |
| 3Y | +41.4% | +224.1% | -182.7% | +12.5% |
| 5Y | +34.0% | +142.4% | -108.4% | +3.9% |
| All | +49.7% | +24.4% | +25.3% | +20.2% |
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