+217.2%
ECHO vs FROG
+22.9%
+194.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.5% |
| 7D | +3.4% | -11.3% | +14.7% | +5.0% |
| 30D | +2.4% | +3.6% | -1.3% | +1.5% |
| 3M | -28.0% | +1.7% | -29.6% | -28.5% |
| 6M | -21.2% | +123.5% | -144.8% | -30.5% |
| YTD | -17.4% | +40.2% | -57.6% | -23.0% |
| 1Y | +33.6% | +81.0% | -47.4% | +20.0% |
| 3Y | +419.7% | +194.8% | +224.9% | +329.8% |
| 5Y | +241.7% | +131.8% | +109.9% | +173.0% |
| All | +217.2% | +22.9% | +194.3% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling