+70.7%
FROG vs EAT
+327.6%
-256.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.3% |
| 7D | +48.2% | -7.1% | +55.3% | +50.0% |
| 30D | +11.4% | -2.3% | +13.7% | +11.4% |
| 3M | +28.5% | -19.6% | +48.2% | +32.8% |
| 6M | +63.7% | +46.0% | +17.7% | +48.0% |
| YTD | +77.1% | +37.7% | +39.4% | +59.6% |
| 1Y | +79.3% | +73.8% | +5.6% | +52.2% |
| 3Y | +323.8% | +482.1% | -158.3% | +150.5% |
| 5Y | +198.9% | +362.5% | -163.5% | +73.1% |
| All | +70.7% | +327.6% | -256.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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