-4.9%
EQT vs FROG
+83.7%
-88.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.2% |
| 7D | -6.6% | -14.1% | +7.5% | -6.5% |
| 30D | +2.7% | -11.8% | +14.5% | +2.8% |
| 3M | -0.2% | +0.1% | -0.3% | -0.2% |
| 6M | -10.6% | +64.2% | -74.8% | -11.7% |
| YTD | -1.2% | +38.2% | -39.4% | -1.1% |
| 1Y | -4.9% | +85.4% | -90.3% | -7.8% |
| All | -4.9% | +83.7% | -88.6% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling