+167.4%
FROG vs ESTC
-48.9%
+216.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +2.2% | +33.1% | +34.3% |
| 7D | +7.0% | -11.5% | +18.5% | +14.2% |
| 30D | +2.9% | -7.5% | +10.4% | +8.0% |
| 3M | +21.6% | +23.1% | -1.5% | +9.7% |
| 6M | +87.7% | +75.3% | +12.4% | +43.3% |
| YTD | +61.7% | +14.1% | +47.6% | +50.5% |
| 1Y | +113.7% | -0.6% | +114.2% | +110.1% |
| 3Y | +267.7% | +20.8% | +246.9% | +190.3% |
| All | +167.4% | -48.9% | +216.3% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling