+24.8%
EW vs FROG
+51.8%
-26.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +1.9% |
| 7D | +12.3% | +27.1% | -14.8% | +9.2% |
| 30D | +22.9% | +5.8% | +17.1% | +21.4% |
| 3M | +16.7% | +20.8% | -4.1% | +13.4% |
| 6M | +31.0% | +53.3% | -22.4% | +23.5% |
| YTD | +22.8% | +73.2% | -50.4% | +12.8% |
| 1Y | +25.6% | +80.3% | -54.7% | +14.5% |
| 3Y | +62.0% | +318.3% | -256.4% | +25.2% |
| 5Y | -12.8% | +179.9% | -192.7% | -34.0% |
| All | +24.8% | +51.8% | -26.9% | -4.0% |
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