-18.0%
ELF vs FROG
+83.7%
-101.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.0% |
| 7D | +5.4% | -11.3% | +16.6% | +5.0% |
| 30D | +27.0% | +3.6% | +23.3% | +27.3% |
| 3M | +113.2% | +1.7% | +111.5% | +113.5% |
| 6M | +36.6% | +123.5% | -87.0% | +42.1% |
| YTD | +44.2% | +40.2% | +4.0% | +46.4% |
| 1Y | -18.0% | +81.0% | -99.0% | -12.3% |
| All | -18.0% | +83.7% | -101.7% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling