+68.2%
FROG vs EL
+30.3%
+37.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.3% | +6.7% |
| 7D | +27.1% | +8.0% | +19.1% | +26.1% |
| 30D | +5.8% | +15.4% | -9.6% | +4.7% |
| 3M | +20.8% | +28.5% | -7.7% | +18.8% |
| 6M | +53.3% | +32.2% | +21.1% | +49.8% |
| YTD | +73.2% | +9.2% | +64.0% | +70.0% |
| All | +68.2% | +30.3% | +37.9% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling