+9.2%
EQX vs FROG
+83.7%
-74.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.4% | +15.2% | +13.1% |
| 7D | +7.6% | -14.1% | +21.7% | +9.7% |
| 30D | +0.4% | -11.8% | +12.2% | +1.9% |
| 3M | +18.0% | +0.1% | +17.8% | +16.9% |
| 6M | -18.4% | +64.2% | -82.6% | -25.4% |
| YTD | -19.3% | +38.2% | -57.6% | -24.6% |
| 1Y | +9.2% | +85.4% | -76.2% | -0.8% |
| All | +9.2% | +83.7% | -74.5% | -0.8% |
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