+30.4%
EQIX vs FROG
+125.4%
-95.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +1.3% | -5.5% | +6.8% | +2.0% |
| 30D | +0.3% | -3.1% | +3.5% | +0.5% |
| 3M | -1.6% | +1.2% | -2.8% | -2.3% |
| 6M | +12.2% | +113.7% | -101.5% | +0.1% |
| YTD | +38.0% | +38.9% | -0.9% | +29.3% |
| 1Y | +38.9% | +72.0% | -33.1% | +25.0% |
| 3Y | +43.8% | +217.1% | -173.3% | +10.0% |
| 5Y | +30.4% | +130.6% | -100.2% | -6.0% |
| All | +30.4% | +125.4% | -95.0% | -6.0% |
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