-3.1%
EQX vs FROG
+22.3%
-25.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +7.8% | +1.3% | +6.4% | +7.2% |
| 3M | +21.3% | +11.1% | +10.3% | +18.9% |
| 6M | -22.4% | +108.3% | -130.7% | -31.2% |
| YTD | -11.3% | +39.6% | -50.9% | -17.5% |
| 1Y | +13.5% | +74.7% | -61.2% | +1.8% |
| 3Y | +162.1% | +224.1% | -61.9% | +108.0% |
| 5Y | +84.2% | +138.4% | -54.2% | +43.6% |
| All | -3.1% | +22.3% | -25.4% | -23.5% |
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