+52.2%
EW vs FROG
+274.0%
-221.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +35.3% | -34.0% | +0.2% |
| 7D | +11.0% | +7.0% | +4.0% | +10.6% |
| 30D | +19.1% | +2.9% | +16.2% | +18.7% |
| 3M | +14.4% | +21.6% | -7.3% | +13.1% |
| 6M | +22.8% | +87.7% | -64.9% | +19.0% |
| YTD | +19.8% | +61.7% | -41.9% | +16.5% |
| 1Y | +23.9% | +113.7% | -89.8% | +18.2% |
| 3Y | +52.2% | +267.7% | -215.5% | +28.5% |
| All | +52.2% | +274.0% | -221.8% | +28.5% |
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 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