+328.5%
FROG vs EL
+3.0%
+325.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | +12.5% | +1.5% | +11.0% | +12.2% |
| 30D | +23.5% | +10.0% | +13.5% | +21.9% |
| 3M | +19.4% | +28.4% | -9.0% | +14.7% |
| 6M | +77.0% | +37.1% | +39.9% | +67.3% |
| YTD | +81.9% | +7.8% | +74.0% | +77.0% |
| 1Y | +90.7% | +26.0% | +64.6% | +79.8% |
| 3Y | +328.5% | +3.8% | +324.7% | +307.2% |
| All | +328.5% | +3.0% | +325.6% | +307.2% |
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