+79.3%
FROG vs EVRG
+18.7%
+60.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +0.9% |
| 7D | +48.2% | +1.0% | +47.2% | +49.8% |
| 30D | +11.4% | +7.5% | +3.9% | +21.2% |
| 3M | +28.5% | +6.8% | +21.7% | +39.5% |
| 6M | +63.7% | +7.7% | +56.0% | +80.7% |
| YTD | +77.1% | +24.9% | +52.2% | +123.1% |
| 1Y | +79.3% | +18.1% | +61.2% | +123.7% |
| All | +79.3% | +18.7% | +60.6% | +123.7% |
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 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