+55.0%
EWZ vs FROG
+129.7%
-74.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | +6.5% | -11.3% | +17.8% | +7.4% |
| 30D | +4.8% | +3.6% | +1.2% | +4.3% |
| 3M | +9.9% | +1.7% | +8.2% | +9.2% |
| 6M | +1.9% | +123.5% | -121.6% | -5.7% |
| YTD | +20.3% | +40.2% | -19.9% | +15.1% |
| 1Y | +35.6% | +81.0% | -45.4% | +25.8% |
| 3Y | +43.4% | +194.8% | -151.3% | +21.7% |
| All | +55.0% | +129.7% | -74.7% | +45.4% |
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