+22.6%
IEFA vs FROG
+83.7%
-61.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.2% |
| 7D | +0.6% | -11.3% | +11.9% | +0.9% |
| 30D | +1.0% | +3.6% | -2.6% | +0.9% |
| 3M | +4.7% | +1.7% | +3.0% | +4.5% |
| 6M | +8.6% | +123.5% | -115.0% | +6.5% |
| YTD | +14.8% | +40.2% | -25.4% | +13.5% |
| 1Y | +22.6% | +81.0% | -58.4% | +20.0% |
| All | +22.6% | +83.7% | -61.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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