+34.8%
FROG vs EL
-50.8%
+85.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.5% |
| 7D | -4.8% | -2.4% | -2.5% | -4.2% |
| 30D | -0.9% | +13.7% | -14.6% | -5.0% |
| 3M | +7.5% | +14.5% | -7.0% | +2.5% |
| 6M | +107.0% | +7.4% | +99.6% | +98.9% |
| YTD | +39.8% | -4.7% | +44.5% | +37.3% |
| 1Y | +74.8% | +12.9% | +61.9% | +60.9% |
| 3Y | +219.3% | -32.2% | +251.5% | +234.2% |
| 5Y | +133.0% | -68.4% | +201.4% | +250.2% |
| All | +34.8% | -50.8% | +85.5% | +73.9% |
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