+67.6%
ELV vs FROG
+22.9%
+44.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.7% |
| 7D | +3.3% | -11.3% | +14.6% | +3.4% |
| 30D | +4.2% | +3.6% | +0.5% | +4.1% |
| 3M | -0.1% | +1.7% | -1.7% | -0.2% |
| 6M | +41.3% | +123.5% | -82.3% | +40.1% |
| YTD | +17.4% | +40.2% | -22.8% | +16.9% |
| 1Y | +35.1% | +81.0% | -45.9% | +34.0% |
| 3Y | -3.2% | +194.8% | -198.0% | -4.8% |
| 5Y | +15.6% | +131.8% | -116.2% | +11.1% |
| All | +67.6% | +22.9% | +44.7% | +63.4% |
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