+54.1%
EQIX vs FROG
+59.4%
-5.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.1% |
| 7D | +4.1% | +12.5% | -8.4% | +2.7% |
| 30D | +5.8% | +23.5% | -17.7% | +2.7% |
| 3M | -1.4% | +19.4% | -20.8% | -4.2% |
| 6M | -1.2% | +77.0% | -78.2% | -8.8% |
| YTD | +39.6% | +81.9% | -42.2% | +26.6% |
| 1Y | +36.8% | +90.7% | -53.8% | +23.1% |
| 3Y | +47.3% | +328.5% | -281.3% | +12.8% |
| 5Y | +50.1% | +207.0% | -156.9% | +12.5% |
| All | +54.1% | +59.4% | -5.3% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling