+313.1%
FROG vs ESTC
+13.7%
+299.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +26.8% | -2.6% | +29.5% | +29.1% |
| 30D | +10.6% | -8.6% | +19.2% | +16.3% |
| 3M | +27.2% | +14.4% | +12.8% | +19.8% |
| 6M | +58.7% | +73.3% | -14.6% | +25.3% |
| YTD | +75.3% | +15.7% | +59.6% | +61.4% |
| 1Y | +71.1% | -7.6% | +78.7% | +68.6% |
| All | +313.1% | +13.7% | +299.4% | +287.5% |
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