+7.2%
EW vs FROG
+22.9%
-15.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.5% |
| 7D | -0.3% | -11.3% | +10.9% | +0.8% |
| 30D | +1.0% | +3.6% | -2.6% | +0.4% |
| 3M | +2.8% | +1.7% | +1.1% | +2.0% |
| 6M | +5.5% | +123.5% | -118.0% | -4.7% |
| YTD | +5.5% | +40.2% | -34.8% | -0.4% |
| 1Y | +11.0% | +81.0% | -69.9% | +0.9% |
| 3Y | +17.7% | +194.8% | -177.1% | -4.5% |
| 5Y | -25.7% | +131.8% | -157.6% | -42.3% |
| All | +7.2% | +22.9% | -15.7% | -15.2% |
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 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