+13.1%
EWJ vs FROG
+72.8%
-59.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +3.6% | +48.2% | -44.6% | +1.6% |
| 30D | -6.0% | +11.4% | -17.4% | -6.7% |
| 3M | -6.5% | +28.5% | -35.0% | -7.8% |
| 6M | -0.1% | +63.7% | -63.8% | -2.3% |
| YTD | +13.9% | +77.1% | -63.2% | +9.9% |
| 1Y | +13.1% | +79.3% | -66.2% | +8.6% |
| All | +13.1% | +72.8% | -59.7% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling