+51.5%
EQIX vs FROG
+22.9%
+28.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.1% |
| 7D | -0.8% | -11.3% | +10.5% | +0.5% |
| 30D | -1.4% | +3.6% | -5.1% | -2.1% |
| 3M | -4.4% | +1.7% | -6.1% | -5.2% |
| 6M | +7.9% | +123.5% | -115.6% | -3.3% |
| YTD | +37.3% | +40.2% | -3.0% | +29.1% |
| 1Y | +37.8% | +81.0% | -43.2% | +24.3% |
| 3Y | +42.0% | +194.8% | -152.8% | +14.5% |
| 5Y | +29.6% | +131.8% | -102.2% | +0.9% |
| All | +51.5% | +22.9% | +28.5% | +21.8% |
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