+23.1%
ECL vs FROG
+83.7%
-60.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.3% |
| 7D | +7.7% | -14.1% | +21.8% | +7.0% |
| 30D | +13.7% | -11.8% | +25.5% | +13.2% |
| 3M | +11.6% | +0.1% | +11.4% | +11.8% |
| 6M | +23.9% | +64.2% | -40.3% | +25.7% |
| YTD | +21.0% | +38.2% | -17.3% | +23.6% |
| 1Y | +23.1% | +85.4% | -62.3% | +23.5% |
| All | +23.1% | +83.7% | -60.6% | +23.5% |
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