+20.1%
ECL vs FROG
+118.5%
-98.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +35.3% | -37.0% | -0.2% |
| 7D | -0.8% | +7.0% | -7.7% | -0.2% |
| 30D | +8.1% | +2.9% | +5.2% | +8.6% |
| 3M | +6.4% | +21.6% | -15.2% | +7.7% |
| 6M | +14.8% | +87.7% | -72.9% | +17.4% |
| YTD | +15.5% | +61.7% | -46.2% | +19.1% |
| 1Y | +20.1% | +113.7% | -93.6% | +21.8% |
| All | +20.1% | +118.5% | -98.4% | +21.8% |
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