+557.3%
ELF vs FROG
+41.7%
+515.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +35.3% | -29.6% | +0.5% |
| 7D | +4.0% | +7.0% | -3.0% | +2.1% |
| 30D | +10.6% | +2.9% | +7.7% | +9.0% |
| 3M | +25.8% | +21.6% | +4.2% | +20.4% |
| 6M | +89.1% | +87.7% | +1.4% | +66.3% |
| YTD | +52.7% | +61.7% | -8.9% | +35.2% |
| 1Y | +51.7% | +113.7% | -61.9% | +25.8% |
| 3Y | +14.2% | +267.7% | -253.5% | -18.5% |
| 5Y | +270.7% | +158.8% | +111.9% | +162.4% |
| All | +557.3% | +41.7% | +515.6% | +383.1% |
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