+318.3%
FROG vs ES
+42.6%
+275.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +7.0% |
| 7D | +27.1% | -0.1% | +27.2% | +27.1% |
| 30D | +5.8% | +5.7% | +0.1% | +6.3% |
| 3M | +20.8% | -2.8% | +23.6% | +21.0% |
| 6M | +53.3% | +7.0% | +46.4% | +53.7% |
| YTD | +73.2% | +6.8% | +66.4% | +73.0% |
| 1Y | +80.3% | -0.5% | +80.8% | +80.6% |
| 3Y | +318.3% | +47.2% | +271.2% | +286.5% |
| All | +318.3% | +42.6% | +275.7% | +286.5% |
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