+93.5%
IEFA vs FROG
+22.3%
+71.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -1.5% | +1.3% | -2.8% | -1.8% |
| 3M | +3.4% | +11.1% | -7.7% | +2.1% |
| 6M | +9.5% | +108.3% | -98.8% | +2.0% |
| YTD | +13.0% | +39.6% | -26.5% | +8.3% |
| 1Y | +18.0% | +74.7% | -56.7% | +10.1% |
| 3Y | +65.4% | +224.1% | -158.7% | +41.1% |
| 5Y | +51.6% | +138.4% | -86.8% | +27.4% |
| All | +93.5% | +22.3% | +71.2% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling