+35.2%
FROG vs ESI
+237.3%
-202.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.3% | -4.5% |
| 7D | -11.3% | +3.3% | -14.6% | -12.4% |
| 30D | +3.6% | -5.9% | +9.5% | +6.2% |
| 3M | +1.7% | -14.1% | +15.8% | +6.1% |
| 6M | +123.5% | +6.6% | +117.0% | +110.3% |
| YTD | +40.2% | +45.0% | -4.8% | +15.1% |
| 1Y | +81.0% | +41.5% | +39.5% | +50.1% |
| 3Y | +194.8% | +78.8% | +116.0% | +115.7% |
| 5Y | +131.8% | +70.9% | +60.9% | +69.2% |
| All | +35.2% | +237.3% | -202.1% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling