+33.9%
FROG vs ESI
+239.1%
-205.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | -5.5% | +5.4% | -10.9% | -7.5% |
| 30D | -3.1% | -4.2% | +1.1% | -1.4% |
| 3M | +1.2% | -9.6% | +10.8% | +3.5% |
| 6M | +113.7% | +18.3% | +95.4% | +92.6% |
| YTD | +38.9% | +45.8% | -7.0% | +13.7% |
| 1Y | +72.0% | +39.2% | +32.8% | +43.6% |
| 3Y | +217.1% | +86.3% | +130.8% | +128.5% |
| 5Y | +130.6% | +76.2% | +54.4% | +68.1% |
| All | +33.9% | +239.1% | -205.3% | +10.2% |
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