+47.8%
IEFA vs FROG
+199.5%
-151.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +1.3% | +48.2% | -46.9% | -2.3% |
| 30D | +0.1% | +11.4% | -11.3% | -1.3% |
| 3M | -4.2% | +28.5% | -32.8% | -7.0% |
| 6M | +1.9% | +63.7% | -61.8% | -3.7% |
| YTD | +9.9% | +77.1% | -67.1% | +2.0% |
| 1Y | +11.5% | +79.3% | -67.8% | +3.2% |
| 3Y | +66.0% | +323.8% | -257.8% | +32.5% |
| All | +47.8% | +199.5% | -151.7% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling