+3.4%
EW vs FROG
+21.7%
-18.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | -4.4% | -5.5% | +1.1% | -3.9% |
| 30D | -3.3% | -3.1% | -0.2% | -3.3% |
| 3M | +1.0% | +1.2% | -0.2% | +0.3% |
| 6M | +6.2% | +113.7% | -107.5% | -3.5% |
| YTD | +1.7% | +38.9% | -37.1% | -3.8% |
| 1Y | +8.1% | +72.0% | -63.9% | -1.1% |
| 3Y | +17.1% | +217.1% | -200.0% | -6.2% |
| 5Y | -29.4% | +130.6% | -160.0% | -45.1% |
| All | +3.4% | +21.7% | -18.3% | -18.1% |
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