+75.2%
EWJ vs FROG
+55.2%
+20.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +3.6% | +48.2% | -44.6% | +0.1% |
| 30D | -6.0% | +11.4% | -17.4% | -7.3% |
| 3M | -6.5% | +28.5% | -35.0% | -9.0% |
| 6M | -0.1% | +63.7% | -63.8% | -5.1% |
| YTD | +13.9% | +77.1% | -63.2% | +6.5% |
| 1Y | +13.1% | +79.3% | -66.2% | +5.5% |
| 3Y | +65.0% | +323.8% | -258.7% | +38.5% |
| 5Y | +47.0% | +198.9% | -151.9% | +22.1% |
| All | +75.2% | +55.2% | +20.1% | +45.7% |
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 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