+77.8%
ECL vs FROG
+274.0%
-196.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +35.3% | -37.0% | -1.4% |
| 7D | -0.8% | +7.0% | -7.7% | -0.6% |
| 30D | +8.1% | +2.9% | +5.2% | +8.3% |
| 3M | +6.4% | +21.6% | -15.2% | +6.6% |
| 6M | +14.8% | +87.7% | -72.9% | +14.3% |
| YTD | +15.5% | +61.7% | -46.2% | +15.4% |
| 1Y | +20.1% | +113.7% | -93.6% | +18.7% |
| 3Y | +77.8% | +267.7% | -190.0% | +67.5% |
| All | +77.8% | +274.0% | -196.2% | +67.5% |
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 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