+34.2%
ECHO vs FROG
+83.7%
-49.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -2.9% |
| 7D | +4.6% | -14.1% | +18.6% | +7.0% |
| 30D | +0.4% | -11.8% | +12.2% | +2.2% |
| 3M | +7.7% | +0.1% | +7.5% | +6.8% |
| 6M | -18.0% | +64.2% | -82.3% | -25.9% |
| YTD | -9.3% | +38.2% | -47.5% | -16.4% |
| 1Y | +34.2% | +85.4% | -51.2% | +17.1% |
| All | +34.2% | +83.7% | -49.5% | +17.1% |
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 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