+299.9%
EQT vs FROG
+24.4%
+275.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -1.2% | -2.2% | +1.0% | -1.0% |
| 30D | +1.1% | +3.0% | -1.9% | +0.7% |
| 3M | +4.8% | +10.3% | -5.5% | +3.5% |
| 6M | -10.6% | +116.7% | -127.3% | -17.1% |
| YTD | +3.4% | +41.9% | -38.5% | -1.1% |
| 1Y | +8.7% | +78.5% | -69.8% | +1.2% |
| 3Y | +35.0% | +224.1% | -189.2% | +16.7% |
| 5Y | +204.2% | +142.4% | +61.8% | +158.1% |
| All | +299.9% | +24.4% | +275.5% | +245.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling