+136.0%
ENB vs FROG
+22.5%
+113.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -0.3% | -4.8% | +4.5% | -0.1% |
| 30D | -1.1% | -0.9% | -0.1% | -1.1% |
| 3M | -8.5% | +7.5% | -15.9% | -8.9% |
| 6M | -4.5% | +107.0% | -111.6% | -8.0% |
| YTD | +9.1% | +39.8% | -30.7% | +6.8% |
| 1Y | +8.0% | +74.8% | -66.9% | +4.2% |
| 3Y | +77.8% | +219.3% | -141.4% | +62.5% |
| 5Y | +69.4% | +133.0% | -63.6% | +53.9% |
| All | +136.0% | +22.5% | +113.4% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling