+55.9%
EWZ vs FROG
+41.7%
+14.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +35.3% | -34.6% | -1.8% |
| 7D | -1.5% | +7.0% | -8.5% | -2.3% |
| 30D | -24.5% | +2.9% | -27.4% | -25.0% |
| 3M | -10.7% | +21.6% | -32.3% | -12.6% |
| 6M | -19.1% | +87.7% | -106.7% | -23.8% |
| YTD | +1.6% | +61.7% | -60.1% | -4.0% |
| 1Y | +4.3% | +113.7% | -109.4% | -4.3% |
| 3Y | +19.0% | +267.7% | -248.8% | +1.1% |
| 5Y | +57.7% | +158.8% | -101.1% | +34.0% |
| All | +55.9% | +41.7% | +14.2% | +37.6% |
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