+31.4%
ELV vs FROG
+73.7%
-42.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.3% |
| 7D | -2.2% | -4.8% | +2.6% | -2.2% |
| 30D | -0.2% | -0.9% | +0.7% | -0.3% |
| 3M | -6.1% | +7.5% | -13.6% | -6.3% |
| 6M | +42.8% | +107.0% | -64.2% | +42.3% |
| YTD | +14.4% | +39.8% | -25.4% | +14.3% |
| All | +31.4% | +73.7% | -42.3% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling