+36.8%
FROG vs EFV
+149.1%
-112.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -2.2% | -2.0% | -0.2% | -0.7% |
| 30D | +3.0% | -0.2% | +3.1% | +3.1% |
| 3M | +10.3% | +9.1% | +1.2% | +3.4% |
| 6M | +116.7% | +11.7% | +105.0% | +98.9% |
| YTD | +41.9% | +17.0% | +24.9% | +24.4% |
| 1Y | +78.5% | +26.7% | +51.8% | +46.8% |
| 3Y | +224.1% | +90.2% | +134.0% | +94.9% |
| 5Y | +142.4% | +96.1% | +46.3% | +39.2% |
| All | +36.8% | +149.1% | -112.3% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling