+167.4%
FROG vs EL
-66.1%
+233.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +2.2% | +33.1% | +34.6% |
| 7D | +7.0% | +0.8% | +6.2% | +7.1% |
| 30D | +2.9% | +16.5% | -13.6% | -1.3% |
| 3M | +21.6% | +29.2% | -7.6% | +12.4% |
| 6M | +87.7% | +27.9% | +59.7% | +72.5% |
| YTD | +61.7% | +6.2% | +55.5% | +53.9% |
| 1Y | +113.7% | +27.2% | +86.5% | +90.8% |
| 3Y | +267.7% | +3.2% | +264.5% | +221.6% |
| All | +167.4% | -66.1% | +233.5% | +335.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling