+70.7%
FROG vs EVRG
+113.4%
-42.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +48.2% | +1.0% | +47.2% | +48.3% |
| 30D | +11.4% | +7.5% | +3.9% | +11.6% |
| 3M | +28.5% | +6.8% | +21.7% | +28.8% |
| 6M | +63.7% | +7.7% | +56.0% | +64.0% |
| YTD | +77.1% | +24.9% | +52.2% | +74.9% |
| 1Y | +79.3% | +18.1% | +61.2% | +78.2% |
| 3Y | +323.8% | +101.9% | +221.9% | +292.0% |
| 5Y | +198.9% | +67.0% | +131.9% | +180.9% |
| All | +70.7% | +113.4% | -42.7% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling