+24.6%
ELF vs FROG
+299.7%
-275.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.2% |
| 7D | +6.3% | +17.0% | -10.7% | +3.8% |
| 30D | +8.5% | +1.3% | +7.2% | +7.3% |
| 3M | +24.4% | +17.5% | +7.0% | +20.9% |
| 6M | +94.7% | +46.8% | +48.0% | +83.4% |
| YTD | +55.9% | +65.8% | -9.9% | +43.0% |
| 1Y | +48.4% | +61.0% | -12.6% | +36.6% |
| 3Y | +24.6% | +296.7% | -272.1% | -15.1% |
| All | +24.6% | +299.7% | -275.0% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling