+22.1%
EWZ vs FROG
+307.0%
-284.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.2% | +1.6% |
| 7D | +1.4% | +27.1% | -25.7% | -0.1% |
| 30D | -25.1% | +5.8% | -30.9% | -25.5% |
| 3M | -7.7% | +20.8% | -28.6% | -9.0% |
| 6M | -15.8% | +53.3% | -69.2% | -18.2% |
| YTD | +3.6% | +73.2% | -69.6% | -0.6% |
| 1Y | +5.5% | +80.3% | -74.8% | +0.8% |
| 3Y | +22.1% | +318.3% | -296.2% | -2.0% |
| All | +22.1% | +307.0% | -284.9% | -2.0% |
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