+46.0%
ELF vs FROG
+72.8%
-26.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.2% |
| 7D | +3.4% | +48.2% | -44.9% | +2.1% |
| 30D | +5.0% | +11.4% | -6.4% | +3.4% |
| 3M | +22.6% | +28.5% | -6.0% | +21.6% |
| 6M | +104.0% | +63.7% | +40.2% | +104.9% |
| YTD | +49.3% | +77.1% | -27.8% | +50.7% |
| 1Y | +46.0% | +79.3% | -33.3% | +46.3% |
| All | +46.0% | +72.8% | -26.8% | +46.3% |
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