+30.0%
ECL vs FROG
+129.7%
-99.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.3% |
| 7D | -2.6% | -11.3% | +8.7% | -1.8% |
| 30D | -2.2% | +3.6% | -5.8% | -2.6% |
| 3M | +10.1% | +1.7% | +8.4% | +9.5% |
| 6M | -5.7% | +123.5% | -129.3% | -13.5% |
| YTD | +7.0% | +40.2% | -33.3% | +2.2% |
| 1Y | +2.7% | +81.0% | -78.3% | -5.3% |
| 3Y | +57.7% | +194.8% | -137.0% | +29.1% |
| All | +30.0% | +129.7% | -99.7% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling