+226.4%
EWY vs FROG
+219.3%
+7.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +6.7% | -4.8% | +11.5% | +7.2% |
| 30D | +17.0% | -0.9% | +17.9% | +16.9% |
| 3M | +3.7% | +7.5% | -3.8% | +2.5% |
| 6M | +42.5% | +107.0% | -64.5% | +32.2% |
| YTD | +96.2% | +39.8% | +56.4% | +87.1% |
| 1Y | +160.4% | +74.8% | +85.5% | +140.8% |
| All | +226.4% | +219.3% | +7.2% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling