+74.8%
FROG vs EFV
+27.3%
+47.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -0.9% | 0.0% | -1.0% | -1.0% |
| 3M | +7.5% | +8.4% | -1.0% | +5.5% |
| 6M | +107.0% | +12.3% | +94.7% | +96.6% |
| YTD | +39.8% | +17.4% | +22.4% | +25.5% |
| 1Y | +74.8% | +27.1% | +47.7% | +42.8% |
| All | +74.8% | +27.3% | +47.5% | +42.8% |
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