-76.2%
ENPH vs FROG
+125.4%
-201.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.0% |
| 7D | +9.3% | -5.5% | +14.8% | +10.9% |
| 30D | -7.3% | -3.1% | -4.1% | -6.9% |
| 3M | -31.7% | +1.2% | -33.0% | -32.6% |
| 6M | -3.5% | +113.7% | -117.2% | -24.5% |
| YTD | +21.2% | +38.9% | -17.7% | +4.9% |
| 1Y | +0.1% | +72.0% | -71.9% | -20.4% |
| 3Y | -67.7% | +217.1% | -284.8% | -82.3% |
| 5Y | -76.2% | +130.6% | -206.8% | -85.9% |
| All | -76.2% | +125.4% | -201.6% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling