+521.7%
ELF vs FROG
+4.7%
+517.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.6% | +10.2% | -1.3% |
| 7D | -2.7% | -24.5% | +21.8% | +1.2% |
| 30D | +6.9% | -24.3% | +31.1% | +10.8% |
| 3M | +27.2% | -11.7% | +38.9% | +28.3% |
| 6M | +84.9% | +37.1% | +47.7% | +71.4% |
| YTD | +44.5% | +19.5% | +25.0% | +34.6% |
| 1Y | -6.8% | +61.8% | -68.6% | -19.3% |
| 3Y | +14.2% | +178.1% | -163.9% | -14.7% |
| 5Y | +250.6% | +91.2% | +159.4% | +161.1% |
| All | +521.7% | +4.7% | +517.0% | +380.7% |
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