+61.0%
FROG vs ES
-0.1%
+61.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.1% |
| 7D | +17.0% | +0.9% | +16.2% | +18.0% |
| 30D | +1.3% | +5.9% | -4.6% | +5.3% |
| 3M | +17.5% | -1.0% | +18.5% | +18.6% |
| 6M | +46.8% | +7.2% | +39.6% | +54.4% |
| YTD | +65.8% | +7.0% | +58.8% | +74.8% |
| 1Y | +61.0% | +0.5% | +60.5% | +67.7% |
| All | +61.0% | -0.1% | +61.1% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling