-23.4%
EWY vs FROG
+58.7%
-82.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.4% | +4.9% |
| 7D | -2.8% | +26.8% | -29.7% | -7.9% |
| 30D | -13.1% | +10.6% | -23.7% | -15.7% |
| 3M | -11.6% | +27.2% | -38.8% | -17.1% |
| 6M | -23.4% | +58.7% | -82.0% | -31.9% |
| All | -23.4% | +58.7% | -82.0% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling