+21.8%
EW vs FROG
+41.7%
-19.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +35.3% | -34.0% | -1.9% |
| 7D | +11.0% | +7.0% | +4.0% | +9.7% |
| 30D | +19.1% | +2.9% | +16.2% | +17.9% |
| 3M | +14.4% | +21.6% | -7.3% | +10.9% |
| 6M | +22.8% | +87.7% | -64.9% | +12.7% |
| YTD | +19.8% | +61.7% | -41.9% | +10.7% |
| 1Y | +23.9% | +113.7% | -89.8% | +9.9% |
| 3Y | +52.2% | +267.7% | -215.5% | +19.6% |
| 5Y | -13.9% | +158.8% | -172.7% | -34.4% |
| All | +21.8% | +41.7% | -19.9% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling