+49.7%
EQIX vs FROG
+176.7%
-127.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.1% |
| 7D | +3.5% | +17.0% | -13.5% | +1.1% |
| 30D | +2.3% | +1.3% | +1.0% | +1.4% |
| 3M | +1.1% | +17.5% | -16.4% | -1.9% |
| 6M | -1.1% | +46.8% | -47.9% | -7.3% |
| YTD | +39.1% | +65.8% | -26.6% | +26.4% |
| 1Y | +29.5% | +61.0% | -31.5% | +18.0% |
| 3Y | +45.8% | +296.7% | -250.9% | +6.6% |
| All | +49.7% | +176.7% | -127.0% | +6.2% |
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 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