+72.1%
ELV vs FROG
+24.4%
+47.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +5.4% |
| 7D | +0.9% | -2.2% | +3.0% | +0.9% |
| 30D | +7.2% | +3.0% | +4.2% | +7.1% |
| 3M | +3.4% | +10.3% | -6.9% | +3.2% |
| 6M | +48.6% | +116.7% | -68.1% | +47.4% |
| YTD | +20.6% | +41.9% | -21.4% | +20.0% |
| 1Y | +38.5% | +78.5% | -40.0% | +37.4% |
| 3Y | -2.4% | +224.1% | -226.5% | -4.0% |
| 5Y | +25.3% | +142.4% | -117.1% | +20.8% |
| All | +72.1% | +24.4% | +47.7% | +67.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling