+215.5%
FROG vs ESTC
-52.1%
+267.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.2% |
| 7D | +12.5% | +2.4% | +10.1% | +11.3% |
| 30D | +23.5% | -4.2% | +27.8% | +27.5% |
| 3M | +19.4% | +2.5% | +16.9% | +17.3% |
| 6M | +77.0% | +81.5% | -4.5% | +32.7% |
| YTD | +81.9% | +16.8% | +65.0% | +67.5% |
| 1Y | +90.7% | -3.5% | +94.1% | +89.1% |
| 3Y | +328.5% | +17.7% | +310.8% | +244.5% |
| All | +215.5% | -52.1% | +267.5% | +214.2% |
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 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