+55.9%
FROG vs ES
+5.4%
+50.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.9% | +38.2% | +35.3% |
| 7D | +7.0% | +1.9% | +5.1% | +6.8% |
| 30D | +2.9% | +7.1% | -4.2% | +2.3% |
| 3M | +21.6% | -1.9% | +23.5% | +21.7% |
| 6M | +87.7% | +4.4% | +83.3% | +86.5% |
| YTD | +61.7% | +7.3% | +54.4% | +59.6% |
| 1Y | +113.7% | +2.1% | +111.5% | +111.8% |
| 3Y | +267.7% | +41.8% | +225.9% | +240.4% |
| 5Y | +158.8% | +1.4% | +157.3% | +148.8% |
| All | +55.9% | +5.4% | +50.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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