+85.4%
FROG vs EFV
+25.8%
+59.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.6% | -2.6% |
| 7D | -14.1% | +2.9% | -16.9% | -14.2% |
| 30D | -11.8% | +3.6% | -15.3% | -12.0% |
| 3M | +0.1% | -0.1% | +0.3% | +0.4% |
| 6M | +64.2% | +9.6% | +54.6% | +62.0% |
| YTD | +38.2% | +17.0% | +21.3% | +28.0% |
| 1Y | +85.4% | +25.7% | +59.7% | +55.8% |
| All | +85.4% | +25.8% | +59.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling