+95.4%
IEFA vs FROG
+21.7%
+73.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +1.2% | -5.5% | +6.7% | +1.6% |
| 30D | -0.6% | -3.1% | +2.5% | -0.5% |
| 3M | +6.2% | +1.2% | +5.0% | +5.7% |
| 6M | +11.2% | +113.7% | -102.5% | +3.3% |
| YTD | +14.2% | +38.9% | -24.7% | +9.4% |
| 1Y | +20.0% | +72.0% | -52.0% | +12.1% |
| 3Y | +68.8% | +217.1% | -148.3% | +44.3% |
| 5Y | +52.7% | +130.6% | -78.0% | +28.5% |
| All | +95.4% | +21.7% | +73.8% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling