+7.3%
ELV vs FROG
+192.7%
-185.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.1% |
| 7D | -1.1% | +26.8% | -27.9% | -1.6% |
| 30D | +1.8% | +10.6% | -8.8% | +1.5% |
| 3M | +10.5% | +27.2% | -16.7% | +9.7% |
| 6M | +13.5% | +58.7% | -45.2% | +11.9% |
| YTD | +24.3% | +75.3% | -51.0% | +22.1% |
| 1Y | +38.9% | +71.1% | -32.1% | +36.5% |
| 3Y | -1.5% | +319.6% | -321.0% | -7.2% |
| 5Y | +7.3% | +195.7% | -188.4% | +3.5% |
| All | +7.3% | +192.7% | -185.4% | +3.5% |
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