+67.0%
FROG vs ESI
+208.7%
-141.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.1% | +2.0% | +5.1% |
| 7D | +27.1% | -3.5% | +30.6% | +29.5% |
| 30D | +5.8% | -9.3% | +15.1% | +10.4% |
| 3M | +20.8% | -12.8% | +33.6% | +27.3% |
| 6M | +53.3% | -24.6% | +77.9% | +67.5% |
| YTD | +73.2% | +32.7% | +40.5% | +46.8% |
| 1Y | +80.3% | +20.3% | +60.0% | +59.1% |
| 3Y | +318.3% | +80.2% | +238.1% | +204.7% |
| 5Y | +179.9% | +40.0% | +139.9% | +110.2% |
| All | +67.0% | +208.7% | -141.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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