+133.0%
FROG vs EFV
+95.4%
+37.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.4% |
| 7D | -4.8% | -0.5% | -4.3% | -4.4% |
| 30D | -0.9% | 0.0% | -1.0% | -1.0% |
| 3M | +7.5% | +8.4% | -1.0% | +0.2% |
| 6M | +107.0% | +12.3% | +94.7% | +86.2% |
| YTD | +39.8% | +17.4% | +22.4% | +19.2% |
| 1Y | +74.8% | +27.1% | +47.7% | +38.2% |
| 3Y | +219.3% | +90.7% | +128.6% | +70.3% |
| 5Y | +133.0% | +95.6% | +37.4% | +20.7% |
| All | +133.0% | +95.4% | +37.6% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling