+267.7%
FROG vs ESTC
+18.0%
+249.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +2.2% | +33.1% | +34.3% |
| 7D | +7.0% | -11.5% | +18.5% | +13.5% |
| 30D | +2.9% | -7.5% | +10.4% | +7.6% |
| 3M | +21.6% | +23.1% | -1.5% | +11.2% |
| 6M | +87.7% | +75.3% | +12.4% | +48.2% |
| YTD | +61.7% | +14.1% | +47.6% | +49.7% |
| 1Y | +113.7% | -0.6% | +114.2% | +106.3% |
| 3Y | +267.7% | +20.8% | +246.9% | +245.9% |
| All | +267.7% | +18.0% | +249.7% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling