+54.9%
EWZ vs FROG
+4.7%
+50.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.6% | +12.1% | -0.5% |
| 7D | -4.2% | -24.5% | +20.3% | -2.3% |
| 30D | -26.1% | -24.3% | -1.9% | -24.8% |
| 3M | -12.0% | -11.7% | -0.3% | -11.6% |
| 6M | -19.3% | +37.1% | -56.4% | -22.0% |
| YTD | +0.9% | +19.5% | -18.5% | -2.2% |
| 1Y | +3.4% | +61.8% | -58.4% | -2.9% |
| 3Y | +18.6% | +178.1% | -159.5% | +3.1% |
| 5Y | +56.6% | +91.2% | -34.6% | +36.5% |
| All | +54.9% | +4.7% | +50.2% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling