+926.7%
ECHO vs FROG
+335.2%
+591.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.1% |
| 6M | -24.9% | +77.0% | -101.9% | -33.7% |
| YTD | -8.0% | +81.9% | -89.9% | -20.9% |
| 1Y | +42.9% | +90.7% | -47.8% | +21.9% |
| 3Y | +926.7% | +328.5% | +598.2% | +521.0% |
| All | +926.7% | +335.2% | +591.4% | +521.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling