+217.1%
FROG vs EFV
+92.7%
+124.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -5.5% | +1.0% | -6.5% | -6.2% |
| 30D | -3.1% | +0.2% | -3.3% | -3.3% |
| 3M | +1.2% | +9.6% | -8.4% | -5.9% |
| 6M | +113.7% | +14.0% | +99.6% | +90.7% |
| YTD | +38.9% | +18.5% | +20.4% | +17.5% |
| 1Y | +72.0% | +27.9% | +44.1% | +34.5% |
| 3Y | +217.1% | +92.4% | +124.7% | +44.2% |
| All | +217.1% | +92.7% | +124.4% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling