-49.6%
ENPH vs FROG
+22.5%
-72.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +3.4% | -4.8% | +8.2% | +4.7% |
| 30D | -10.3% | -0.9% | -9.3% | -10.4% |
| 3M | -31.4% | +7.5% | -38.8% | -33.3% |
| 6M | -10.1% | +107.0% | -117.1% | -28.9% |
| YTD | +14.6% | +39.8% | -25.2% | -1.1% |
| 1Y | -3.2% | +74.8% | -78.0% | -23.3% |
| 3Y | -69.5% | +219.3% | -288.7% | -82.4% |
| 5Y | -77.2% | +133.0% | -210.2% | -86.7% |
| All | -49.6% | +22.5% | -72.1% | -68.1% |
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