+154.5%
EWT vs FROG
+133.6%
+20.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.1% | -4.8% | +6.9% | +2.7% |
| 30D | +9.4% | -0.9% | +10.3% | +9.2% |
| 3M | +10.9% | +7.5% | +3.4% | +9.4% |
| 6M | +57.9% | +107.0% | -49.1% | +43.6% |
| YTD | +75.9% | +39.8% | +36.1% | +65.9% |
| 1Y | +89.7% | +74.8% | +14.9% | +72.8% |
| 3Y | +200.9% | +219.3% | -18.4% | +141.8% |
| 5Y | +154.5% | +133.0% | +21.5% | +109.7% |
| All | +154.5% | +133.6% | +20.9% | +109.7% |
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 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