+164.3%
EWY vs FROG
+83.7%
+80.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +4.9% |
| 7D | +4.8% | -11.3% | +16.1% | +6.0% |
| 30D | +11.7% | +3.6% | +8.0% | +11.2% |
| 3M | -7.4% | +1.7% | -9.1% | -7.9% |
| 6M | +40.6% | +123.5% | -83.0% | +37.3% |
| YTD | +94.3% | +40.2% | +54.0% | +88.2% |
| 1Y | +164.3% | +81.0% | +83.3% | +157.4% |
| All | +164.3% | +83.7% | +80.6% | +157.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling