+18.1%
IEFA vs FROG
+76.4%
-58.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -2.4% | -2.2% | -0.3% | -2.4% |
| 30D | -2.1% | +3.0% | -5.1% | -2.2% |
| 3M | +5.5% | +10.3% | -4.8% | +5.2% |
| 6M | +8.1% | +116.7% | -108.6% | +6.2% |
| YTD | +11.9% | +41.9% | -30.0% | +10.6% |
| 1Y | +18.1% | +78.5% | -60.4% | +15.7% |
| All | +18.1% | +76.4% | -58.3% | +15.7% |
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