+127.4%
EWT vs FROG
+192.7%
-65.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.8% | +0.1% | +5.1% |
| 7D | +3.2% | +26.8% | -23.6% | -0.1% |
| 30D | -12.3% | +10.6% | -22.9% | -14.0% |
| 3M | -3.6% | +27.2% | -30.8% | -7.2% |
| 6M | +3.1% | +58.7% | -55.6% | -3.6% |
| YTD | +57.7% | +75.3% | -17.6% | +43.7% |
| 1Y | +60.3% | +71.1% | -10.8% | +46.3% |
| 3Y | +163.4% | +319.6% | -156.2% | +103.9% |
| 5Y | +127.4% | +195.7% | -68.2% | +74.6% |
| All | +127.4% | +192.7% | -65.2% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling