+153.3%
EWY vs FROG
+133.6%
+19.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +6.7% | -4.8% | +11.5% | +7.3% |
| 30D | +17.0% | -0.9% | +17.9% | +16.9% |
| 3M | +3.7% | +7.5% | -3.8% | +2.2% |
| 6M | +42.5% | +107.0% | -64.5% | +29.0% |
| YTD | +96.2% | +39.8% | +56.4% | +84.3% |
| 1Y | +160.4% | +74.8% | +85.5% | +135.3% |
| 3Y | +231.7% | +219.3% | +12.4% | +160.0% |
| 5Y | +153.3% | +133.0% | +20.3% | +99.4% |
| All | +153.3% | +133.6% | +19.7% | +99.4% |
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 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