+201.1%
FROG vs ES
+29.7%
+171.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -11.3% | +0.3% | -11.6% | -11.3% |
| 30D | +3.6% | -2.0% | +5.6% | +3.7% |
| 3M | +1.7% | +1.7% | 0.0% | +1.5% |
| 6M | +123.5% | -3.5% | +127.1% | +124.5% |
| YTD | +40.2% | +7.9% | +32.3% | +38.7% |
| 1Y | +81.0% | +17.2% | +63.8% | +75.4% |
| All | +201.1% | +29.7% | +171.4% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling