+257.4%
ECHO vs FROG
+51.8%
+205.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.1% | -0.2% | +5.9% |
| 7D | +3.0% | +27.1% | -24.1% | -1.0% |
| 30D | +6.7% | +5.8% | +0.9% | +4.9% |
| 3M | +12.4% | +20.8% | -8.5% | +8.1% |
| 6M | -20.4% | +53.3% | -73.8% | -26.3% |
| YTD | -6.9% | +73.2% | -80.1% | -16.6% |
| 1Y | +37.7% | +80.3% | -42.6% | +22.8% |
| 3Y | +902.9% | +318.3% | +584.5% | +691.5% |
| 5Y | +275.3% | +179.9% | +95.4% | +189.2% |
| All | +257.4% | +51.8% | +205.6% | +173.0% |
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