+246.6%
ECHO vs FROG
+55.2%
+191.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.1% |
| 7D | +9.1% | +48.2% | -39.1% | +2.5% |
| 30D | +7.2% | +11.4% | -4.2% | +4.6% |
| 3M | +6.1% | +28.5% | -22.5% | +1.1% |
| 6M | -24.2% | +63.7% | -87.9% | -30.4% |
| YTD | -9.7% | +77.1% | -86.8% | -19.4% |
| 1Y | +40.9% | +79.3% | -38.4% | +25.6% |
| 3Y | +883.3% | +323.8% | +559.5% | +673.6% |
| 5Y | +224.2% | +198.9% | +25.3% | +148.8% |
| All | +246.6% | +55.2% | +191.4% | +163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling