-61.1%
ENPH vs FROG
+53.7%
-114.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +0.9% |
| 7D | -10.3% | +26.8% | -37.1% | -16.9% |
| 30D | -10.1% | +10.6% | -20.7% | -14.2% |
| 3M | -33.1% | +27.2% | -60.3% | -38.8% |
| 6M | -24.8% | +58.7% | -83.5% | -36.1% |
| YTD | -11.7% | +75.3% | -87.0% | -29.7% |
| 1Y | -8.2% | +71.1% | -79.3% | -26.6% |
| 3Y | -63.7% | +319.6% | -383.3% | -81.0% |
| 5Y | -88.7% | +195.7% | -284.4% | -93.9% |
| All | -61.1% | +53.7% | -114.8% | -77.4% |
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