+81.0%
FROG vs ESTC
+7.3%
+73.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -0.7% |
| 7D | -11.3% | -8.1% | -3.2% | -6.8% |
| 30D | +3.6% | +31.7% | -28.0% | -16.0% |
| 3M | +1.7% | +41.1% | -39.4% | -22.0% |
| 6M | +123.5% | +77.1% | +46.5% | +45.5% |
| YTD | +40.2% | +21.7% | +18.6% | +13.7% |
| 1Y | +81.0% | +8.4% | +72.6% | +58.2% |
| All | +81.0% | +7.3% | +73.7% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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