+313.1%
FROG vs EVRG
+103.1%
+210.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.7% |
| 7D | +26.8% | +2.5% | +24.4% | +28.0% |
| 30D | +10.6% | +8.4% | +2.2% | +13.7% |
| 3M | +27.2% | +8.6% | +18.6% | +30.9% |
| 6M | +58.7% | +7.7% | +51.0% | +63.3% |
| YTD | +75.3% | +25.0% | +50.4% | +82.1% |
| 1Y | +71.1% | +18.7% | +52.3% | +78.0% |
| All | +313.1% | +103.1% | +210.0% | +300.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling