+84.9%
ELF vs FROG
+41.2%
+43.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.6% | +10.2% | -3.1% |
| 7D | -2.7% | -24.5% | +21.8% | -2.5% |
| 30D | +6.9% | -24.3% | +31.1% | +7.1% |
| 3M | +27.2% | -11.7% | +38.9% | +28.8% |
| 6M | +84.9% | +37.1% | +47.7% | +99.2% |
| All | +84.9% | +41.2% | +43.6% | +99.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling