+164.5%
EWT vs FROG
+319.6%
-155.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.8% | +0.1% | +5.2% |
| 7D | +3.2% | +26.8% | -23.6% | +0.3% |
| 30D | -12.3% | +10.6% | -22.9% | -13.8% |
| 3M | -3.6% | +27.2% | -30.8% | -6.7% |
| 6M | +3.1% | +58.7% | -55.6% | -2.3% |
| YTD | +57.7% | +75.3% | -17.6% | +46.6% |
| 1Y | +60.3% | +71.1% | -10.8% | +49.2% |
| All | +164.5% | +319.6% | -155.1% | +114.4% |
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