-50.1%
ENPH vs FROG
+22.9%
-73.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.1% |
| 7D | -2.4% | -11.3% | +8.9% | +0.7% |
| 30D | -6.6% | +3.6% | -10.3% | -7.9% |
| 3M | -46.8% | +1.7% | -48.5% | -47.4% |
| 6M | -14.7% | +123.5% | -138.3% | -34.0% |
| YTD | +13.5% | +40.2% | -26.8% | -2.1% |
| 1Y | -0.4% | +81.0% | -81.4% | -21.9% |
| 3Y | -71.7% | +194.8% | -266.5% | -83.2% |
| 5Y | -79.1% | +131.8% | -210.9% | -87.8% |
| All | -50.1% | +22.9% | -73.0% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling