+42.9%
ECHO vs FROG
+85.3%
-42.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.4% |
| 7D | +5.7% | +12.5% | -6.8% | +3.4% |
| 30D | +13.8% | +23.5% | -9.7% | +8.5% |
| 3M | +9.1% | +19.4% | -10.3% | +4.2% |
| 6M | -24.9% | +77.0% | -101.9% | -33.4% |
| YTD | -8.0% | +81.9% | -89.9% | -17.1% |
| 1Y | +42.9% | +90.7% | -47.8% | +26.3% |
| All | +42.9% | +85.3% | -42.4% | +26.3% |
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