-15.4%
ELAN vs FROG
+22.3%
-37.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.5% |
| 7D | -5.4% | -0.5% | -4.9% | -5.4% |
| 30D | +4.7% | +1.3% | +3.4% | +4.3% |
| 3M | -3.7% | +11.1% | -14.7% | -5.5% |
| 6M | -1.2% | +108.3% | -109.5% | -11.6% |
| YTD | +2.4% | +39.6% | -37.2% | -4.5% |
| 1Y | +23.4% | +74.7% | -51.4% | +10.6% |
| 3Y | +96.7% | +224.1% | -127.4% | +52.9% |
| 5Y | -30.6% | +138.4% | -169.0% | -47.9% |
| All | -15.4% | +22.3% | -37.7% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling