+279.4%
ELF vs FROG
+176.7%
+102.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | 0.0% |
| 7D | +6.3% | +17.0% | -10.7% | +2.9% |
| 30D | +8.5% | +1.3% | +7.2% | +7.1% |
| 3M | +24.4% | +17.5% | +7.0% | +19.3% |
| 6M | +94.7% | +46.8% | +48.0% | +78.2% |
| YTD | +55.9% | +65.8% | -9.9% | +36.3% |
| 1Y | +48.4% | +61.0% | -12.6% | +30.3% |
| 3Y | +24.6% | +296.7% | -272.1% | -17.2% |
| All | +279.4% | +176.7% | +102.6% | +159.5% |
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 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