+297.5%
EQT vs FROG
+22.5%
+275.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -2.0% | -4.8% | +2.8% | -1.7% |
| 30D | +1.0% | -0.9% | +2.0% | +0.9% |
| 3M | +4.0% | +7.5% | -3.5% | +2.9% |
| 6M | -11.7% | +107.0% | -118.7% | -17.8% |
| YTD | +2.8% | +39.8% | -37.0% | -1.6% |
| 1Y | +10.0% | +74.8% | -64.8% | +2.6% |
| 3Y | +34.1% | +219.3% | -185.1% | +16.2% |
| 5Y | +195.3% | +133.0% | +62.3% | +150.7% |
| All | +297.5% | +22.5% | +275.0% | +243.8% |
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