+81.0%
FROG vs EVRG
+17.4%
+63.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.7% |
| 7D | -11.3% | +1.1% | -12.4% | -10.5% |
| 30D | +3.6% | -1.0% | +4.7% | +2.9% |
| 3M | +1.7% | +0.4% | +1.3% | +3.0% |
| 6M | +123.5% | -0.8% | +124.4% | +124.9% |
| YTD | +40.2% | +15.3% | +24.9% | +55.8% |
| 1Y | +81.0% | +17.9% | +63.1% | +108.4% |
| All | +81.0% | +17.4% | +63.5% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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