+35.2%
FROG vs ESTC
-12.4%
+47.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -1.3% |
| 7D | -11.3% | -8.1% | -3.2% | -7.9% |
| 30D | +3.6% | +31.7% | -28.0% | -10.3% |
| 3M | +1.7% | +41.1% | -39.4% | -15.1% |
| 6M | +123.5% | +77.1% | +46.5% | +68.6% |
| YTD | +40.2% | +21.7% | +18.6% | +25.7% |
| 1Y | +81.0% | +8.4% | +72.6% | +68.8% |
| 3Y | +194.8% | +23.6% | +171.1% | +127.7% |
| 5Y | +131.8% | -46.5% | +178.3% | +132.9% |
| All | +35.2% | -12.4% | +47.6% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling