+268.9%
EWT vs FROG
+22.9%
+246.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.2% |
| 7D | +4.0% | -11.3% | +15.2% | +5.2% |
| 30D | +10.3% | +3.6% | +6.7% | +9.6% |
| 3M | +6.1% | +1.7% | +4.4% | +5.4% |
| 6M | +56.6% | +123.5% | -66.9% | +42.6% |
| YTD | +76.6% | +40.2% | +36.3% | +67.3% |
| 1Y | +97.9% | +81.0% | +16.9% | +81.3% |
| 3Y | +198.0% | +194.8% | +3.2% | +149.9% |
| 5Y | +151.8% | +131.8% | +19.9% | +107.4% |
| All | +268.9% | +22.9% | +246.0% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling