+68.2%
FROG vs ESI
+19.1%
+49.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.1% | +2.0% | +5.4% |
| 7D | +27.1% | -3.5% | +30.6% | +28.6% |
| 30D | +5.8% | -9.3% | +15.1% | +8.7% |
| 3M | +20.8% | -12.8% | +33.6% | +25.4% |
| 6M | +53.3% | -24.6% | +77.9% | +62.3% |
| YTD | +73.2% | +32.7% | +40.5% | +47.2% |
| All | +68.2% | +19.1% | +49.1% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling