+570.4%
ELF vs FROG
+53.7%
+516.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.9% |
| 7D | +4.3% | +26.8% | -22.6% | -0.1% |
| 30D | +7.7% | +10.6% | -2.8% | +5.0% |
| 3M | +24.7% | +27.2% | -2.5% | +18.4% |
| 6M | +114.6% | +58.7% | +56.0% | +95.1% |
| YTD | +55.8% | +75.3% | -19.5% | +36.2% |
| 1Y | +51.9% | +71.1% | -19.2% | +33.1% |
| 3Y | +24.6% | +319.6% | -295.0% | -13.1% |
| 5Y | +279.2% | +195.7% | +83.5% | +163.5% |
| All | +570.4% | +53.7% | +516.7% | +386.6% |
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