+217.1%
FROG vs EVRG
+72.7%
+144.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -0.9% |
| 7D | -5.5% | +0.9% | -6.4% | -5.4% |
| 30D | -3.1% | -0.5% | -2.6% | -3.1% |
| 3M | +1.2% | +1.5% | -0.3% | +1.4% |
| 6M | +113.7% | +1.2% | +112.5% | +114.0% |
| YTD | +38.9% | +16.3% | +22.5% | +37.3% |
| 1Y | +72.0% | +20.3% | +51.7% | +68.7% |
| 3Y | +217.1% | +72.3% | +144.8% | +172.2% |
| All | +217.1% | +72.7% | +144.4% | +172.2% |
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