+35.2%
FROG vs EFV
+153.8%
-118.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -11.3% | +1.5% | -12.8% | -12.2% |
| 30D | +3.6% | +1.7% | +1.9% | +2.4% |
| 3M | +1.7% | +8.6% | -7.0% | -4.4% |
| 6M | +123.5% | +11.7% | +111.9% | +105.0% |
| YTD | +40.2% | +19.3% | +21.0% | +21.2% |
| 1Y | +81.0% | +30.2% | +50.8% | +45.9% |
| 3Y | +194.8% | +91.6% | +103.2% | +76.2% |
| 5Y | +131.8% | +96.4% | +35.4% | +31.6% |
| All | +35.2% | +153.8% | -118.6% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling