+230.0%
ECHO vs FROG
+21.7%
+208.3%
-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% | +4.2% |
| 7D | +8.6% | -5.5% | +14.1% | +9.4% |
| 30D | +3.8% | -3.1% | +6.9% | +3.9% |
| 3M | -19.9% | +1.2% | -21.1% | -20.5% |
| 6M | -12.1% | +113.7% | -125.7% | -21.9% |
| YTD | -14.1% | +38.9% | -52.9% | -19.8% |
| 1Y | +15.9% | +72.0% | -56.1% | +4.8% |
| 3Y | +417.8% | +217.1% | +200.7% | +326.1% |
| 5Y | +259.3% | +130.6% | +128.7% | +187.5% |
| All | +230.0% | +21.7% | +208.3% | +162.4% |
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