+14.5%
ELV vs FROG
+133.6%
-119.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.3% |
| 7D | -2.2% | -4.8% | +2.6% | -2.1% |
| 30D | -0.2% | -0.9% | +0.7% | -0.3% |
| 3M | -6.1% | +7.5% | -13.6% | -6.5% |
| 6M | +42.8% | +107.0% | -64.2% | +39.5% |
| YTD | +14.4% | +39.8% | -25.4% | +12.8% |
| 1Y | +28.6% | +74.8% | -46.2% | +25.6% |
| 3Y | -7.4% | +219.3% | -226.7% | -13.0% |
| 5Y | +14.5% | +133.0% | -118.5% | +14.0% |
| All | +14.5% | +133.6% | -119.1% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling