+24.0%
EW vs FROG
+45.3%
-21.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | +9.3% | +17.0% | -7.8% | +7.1% |
| 30D | +22.1% | +1.3% | +20.8% | +21.0% |
| 3M | +13.0% | +17.5% | -4.5% | +10.1% |
| 6M | +30.1% | +46.8% | -16.7% | +23.2% |
| YTD | +22.0% | +65.8% | -43.8% | +12.4% |
| 1Y | +23.7% | +61.0% | -37.3% | +14.3% |
| 3Y | +62.0% | +296.7% | -234.8% | +25.9% |
| 5Y | -12.4% | +177.8% | -190.3% | -33.5% |
| All | +24.0% | +45.3% | -21.3% | -4.2% |
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