-31.5%
ELAN vs FROG
+136.2%
-167.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.5% | -3.1% |
| 7D | -6.4% | -2.2% | -4.2% | -6.1% |
| 30D | +0.6% | +3.0% | -2.4% | -0.2% |
| 3M | 0.0% | +10.3% | -10.4% | -2.4% |
| 6M | -3.4% | +116.7% | -120.1% | -16.7% |
| YTD | +1.0% | +41.9% | -40.9% | -7.7% |
| 1Y | +24.7% | +78.5% | -53.8% | +8.0% |
| 3Y | +97.2% | +224.1% | -126.9% | +38.7% |
| 5Y | -31.5% | +142.4% | -173.9% | -51.7% |
| All | -31.5% | +136.2% | -167.7% | -51.7% |
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