+15.2%
FROG vs ES
+8.5%
+6.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +2.1% | -15.6% | -13.6% |
| 7D | -24.5% | +5.9% | -30.4% | -24.7% |
| 30D | -24.3% | +10.2% | -34.5% | -24.7% |
| 3M | -11.7% | +0.4% | -12.1% | -11.6% |
| 6M | +37.1% | +6.9% | +30.3% | +36.4% |
| YTD | +19.5% | +10.5% | +9.0% | +17.9% |
| 1Y | +61.8% | +3.2% | +58.6% | +60.8% |
| 3Y | +178.1% | +49.0% | +129.1% | +156.5% |
| 5Y | +91.2% | +4.5% | +86.8% | +83.9% |
| All | +15.2% | +8.5% | +6.7% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling