-8.2%
ENPH vs FROG
+72.4%
-80.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +1.8% |
| 7D | -10.3% | +26.8% | -37.1% | -12.4% |
| 30D | -10.1% | +10.6% | -20.7% | -11.1% |
| 3M | -33.1% | +27.2% | -60.3% | -34.8% |
| 6M | -24.8% | +58.7% | -83.5% | -27.5% |
| YTD | -11.7% | +75.3% | -87.0% | -13.7% |
| 1Y | -8.2% | +71.1% | -79.3% | -9.5% |
| All | -8.2% | +72.4% | -80.6% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling