+67.0%
FROG vs ESTC
-13.9%
+80.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.9% | +2.3% | +4.8% |
| 7D | +27.1% | -1.2% | +28.3% | +28.6% |
| 30D | +5.8% | -8.1% | +13.9% | +11.3% |
| 3M | +20.8% | +20.2% | +0.7% | +10.3% |
| 6M | +53.3% | +72.7% | -19.4% | +18.1% |
| YTD | +73.2% | +19.6% | +53.6% | +58.2% |
| 1Y | +80.3% | +0.3% | +80.0% | +76.3% |
| 3Y | +318.3% | +22.8% | +295.5% | +231.9% |
| 5Y | +179.9% | -50.9% | +230.8% | +196.4% |
| All | +67.0% | -13.9% | +80.9% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling