+59.8%
FROG vs EL
-43.5%
+103.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +17.0% | +7.6% | +9.4% | +14.8% |
| 30D | +1.3% | +15.7% | -14.4% | -2.7% |
| 3M | +17.5% | +30.5% | -13.1% | +8.2% |
| 6M | +46.8% | +32.5% | +14.2% | +33.5% |
| YTD | +65.8% | +9.4% | +56.3% | +56.5% |
| 1Y | +61.0% | +28.4% | +32.6% | +43.6% |
| 3Y | +296.7% | +4.4% | +292.3% | +249.2% |
| 5Y | +177.8% | -64.5% | +242.3% | +303.2% |
| All | +59.8% | -43.5% | +103.3% | +98.2% |
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