+273.0%
ELF vs FROG
+207.6%
+65.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.2% | +3.5% |
| 7D | +1.6% | +12.5% | -10.9% | -0.3% |
| 30D | +9.1% | +23.5% | -14.4% | +4.4% |
| 3M | +28.2% | +19.4% | +8.8% | +22.7% |
| 6M | +119.5% | +77.0% | +42.5% | +94.7% |
| YTD | +55.2% | +81.9% | -26.7% | +33.7% |
| 1Y | +58.6% | +90.7% | -32.1% | +34.8% |
| 3Y | +21.3% | +328.5% | -307.2% | -20.4% |
| All | +273.0% | +207.6% | +65.4% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling