+139.8%
EWY vs FROG
+59.4%
+80.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.1% |
| 7D | +4.2% | +12.5% | -8.3% | +2.6% |
| 30D | -10.7% | +23.5% | -34.2% | -13.6% |
| 3M | -20.1% | +19.4% | -39.5% | -22.6% |
| 6M | -24.3% | +77.0% | -101.3% | -30.3% |
| YTD | +46.9% | +81.9% | -35.0% | +33.0% |
| 1Y | +55.2% | +90.7% | -35.5% | +39.5% |
| 3Y | +157.0% | +328.5% | -171.6% | +100.2% |
| 5Y | +98.9% | +207.0% | -108.2% | +53.7% |
| All | +139.8% | +59.4% | +80.4% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling