-67.7%
ENPH vs FROG
+202.6%
-270.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +6.9% |
| 7D | +9.3% | -5.5% | +14.8% | +10.2% |
| 30D | -7.3% | -3.1% | -4.1% | -6.9% |
| 3M | -31.7% | +1.2% | -33.0% | -32.1% |
| 6M | -3.5% | +113.7% | -117.2% | -15.0% |
| YTD | +21.2% | +38.9% | -17.7% | +13.0% |
| 1Y | +0.1% | +72.0% | -71.9% | -10.7% |
| 3Y | -67.7% | +217.1% | -284.8% | -78.3% |
| All | -67.7% | +202.6% | -270.3% | -78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling