+208.6%
FROG vs EL
-29.8%
+238.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -3.9% |
| 7D | -11.3% | +0.8% | -12.1% | -11.4% |
| 30D | +3.6% | +19.8% | -16.2% | +0.2% |
| 3M | +1.7% | +25.7% | -24.0% | -2.8% |
| 6M | +123.5% | +5.4% | +118.1% | +119.0% |
| YTD | +40.2% | +0.2% | +40.0% | +37.7% |
| 1Y | +81.0% | +20.4% | +60.6% | +70.1% |
| All | +208.6% | -29.8% | +238.4% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling