+88.4%
IEFA vs FROG
+59.4%
+29.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | +2.2% | +12.5% | -10.3% | +1.3% |
| 30D | +1.1% | +23.5% | -22.5% | -1.0% |
| 3M | -4.3% | +19.4% | -23.7% | -6.2% |
| 6M | +1.4% | +77.0% | -75.6% | -4.2% |
| YTD | +10.1% | +81.9% | -71.8% | +2.7% |
| 1Y | +12.9% | +90.7% | -77.8% | +4.8% |
| 3Y | +65.8% | +328.5% | -262.7% | +37.9% |
| 5Y | +47.7% | +207.0% | -159.4% | +21.1% |
| All | +88.4% | +59.4% | +29.0% | +56.9% |
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