+267.7%
FROG vs EAT
+486.0%
-218.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.9% | +38.2% | +35.5% |
| 7D | +7.0% | -2.6% | +9.6% | +7.2% |
| 30D | +2.9% | +11.5% | -8.6% | +1.6% |
| 3M | +21.6% | -9.1% | +30.7% | +22.2% |
| 6M | +87.7% | +40.4% | +47.2% | +76.8% |
| YTD | +61.7% | +43.9% | +17.7% | +49.9% |
| 1Y | +113.7% | +101.9% | +11.7% | +84.3% |
| 3Y | +267.7% | +489.9% | -222.1% | +118.8% |
| All | +267.7% | +486.0% | -218.3% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling