+51.7%
ELF vs FROG
+118.5%
-66.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +35.3% | -29.6% | +5.1% |
| 7D | +4.0% | +7.0% | -3.0% | +3.0% |
| 30D | +10.6% | +2.9% | +7.7% | +9.5% |
| 3M | +25.8% | +21.6% | +4.2% | +25.5% |
| 6M | +89.1% | +87.7% | +1.4% | +92.9% |
| YTD | +52.7% | +61.7% | -8.9% | +54.4% |
| 1Y | +51.7% | +113.7% | -61.9% | +55.5% |
| All | +51.7% | +118.5% | -66.8% | +55.5% |
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