+67.0%
FROG vs EL
-43.6%
+110.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.3% | +6.3% |
| 7D | +27.1% | +8.0% | +19.1% | +24.5% |
| 30D | +5.8% | +15.4% | -9.6% | +1.8% |
| 3M | +20.8% | +28.5% | -7.7% | +11.9% |
| 6M | +53.3% | +32.2% | +21.1% | +39.5% |
| YTD | +73.2% | +9.2% | +64.0% | +63.6% |
| 1Y | +80.3% | +30.8% | +49.5% | +59.8% |
| 3Y | +318.3% | +3.7% | +314.6% | +269.4% |
| 5Y | +179.9% | -64.8% | +244.7% | +307.3% |
| All | +67.0% | -43.6% | +110.6% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling