+66.3%
EWJ vs FROG
+319.6%
-253.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.8% | +1.5% |
| 7D | -1.9% | +26.8% | -28.7% | -3.6% |
| 30D | -5.3% | +10.6% | -15.9% | -6.3% |
| 3M | -4.3% | +27.2% | -31.5% | -6.4% |
| 6M | +0.4% | +58.7% | -58.3% | -3.5% |
| YTD | +14.7% | +75.3% | -60.6% | +8.7% |
| 1Y | +14.7% | +71.1% | -56.4% | +8.9% |
| All | +66.3% | +319.6% | -253.3% | +41.6% |
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 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