+55.9%
FROG vs ESI
+193.6%
-137.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +1.9% | +33.4% | +34.6% |
| 7D | +7.0% | -8.5% | +15.5% | +11.3% |
| 30D | +2.9% | -15.7% | +18.5% | +10.4% |
| 3M | +21.6% | -18.2% | +39.8% | +31.3% |
| 6M | +87.7% | -28.8% | +116.5% | +109.9% |
| YTD | +61.7% | +26.3% | +35.4% | +39.7% |
| 1Y | +113.7% | +18.2% | +95.4% | +90.1% |
| 3Y | +267.7% | +68.1% | +199.6% | +175.3% |
| 5Y | +158.8% | +28.8% | +130.0% | +98.1% |
| All | +55.9% | +193.6% | -137.8% | +35.4% |
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