+157.9%
EQX vs FROG
+224.1%
-66.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -5.3% |
| 7D | -7.0% | -2.2% | -4.8% | -6.7% |
| 30D | +4.8% | +3.0% | +1.9% | +4.1% |
| 3M | +25.6% | +10.3% | +15.3% | +23.2% |
| 6M | -25.8% | +116.7% | -142.5% | -35.0% |
| YTD | -12.7% | +41.9% | -54.7% | -19.1% |
| 1Y | +14.1% | +78.5% | -64.4% | +1.8% |
| All | +157.9% | +224.1% | -66.2% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling