+75.4%
ECL vs FROG
+323.8%
-248.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | -0.5% | +48.2% | -48.7% | 0.0% |
| 30D | +6.6% | +11.4% | -4.8% | +6.9% |
| 3M | +9.6% | +28.5% | -18.9% | +10.0% |
| 6M | +21.6% | +63.7% | -42.1% | +21.7% |
| YTD | +16.9% | +77.1% | -60.2% | +17.0% |
| 1Y | +17.9% | +79.3% | -61.5% | +17.8% |
| All | +75.4% | +323.8% | -248.4% | +67.2% |
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