+36.8%
FROG vs EVRG
+96.7%
-59.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -2.2% | -0.7% | -1.5% | -2.2% |
| 30D | +3.0% | 0.0% | +3.0% | +2.9% |
| 3M | +10.3% | -1.0% | +11.3% | +10.3% |
| 6M | +116.7% | +1.0% | +115.7% | +116.3% |
| YTD | +41.9% | +15.1% | +26.8% | +39.9% |
| 1Y | +78.5% | +17.6% | +60.9% | +75.4% |
| 3Y | +224.1% | +70.5% | +153.7% | +202.1% |
| 5Y | +142.4% | +48.9% | +93.5% | +126.7% |
| All | +36.8% | +96.7% | -59.9% | +22.1% |
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