-3.9%
ELF vs FROG
+83.7%
-87.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.8% |
| 7D | -1.5% | -14.1% | +12.5% | -2.0% |
| 30D | +9.5% | -11.8% | +21.3% | +9.1% |
| 3M | +29.4% | +0.1% | +29.2% | +29.9% |
| 6M | +83.7% | +64.2% | +19.5% | +91.2% |
| YTD | +49.4% | +38.2% | +11.2% | +52.2% |
| 1Y | -3.9% | +85.4% | -89.3% | 0.0% |
| All | -3.9% | +83.7% | -87.6% | 0.0% |
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