+520.7%
ELF vs FROG
+22.9%
+497.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.6% |
| 7D | +5.4% | -11.3% | +16.6% | +7.2% |
| 30D | +27.0% | +3.6% | +23.3% | +25.9% |
| 3M | +113.2% | +1.7% | +111.5% | +111.1% |
| 6M | +36.6% | +123.5% | -87.0% | +16.9% |
| YTD | +44.2% | +40.2% | +4.0% | +32.0% |
| 1Y | -18.0% | +81.0% | -99.0% | -29.6% |
| 3Y | -19.9% | +194.8% | -214.7% | -40.2% |
| 5Y | +257.7% | +131.8% | +125.9% | +160.5% |
| All | +520.7% | +22.9% | +497.7% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling