+65.7%
ENTG vs FROG
+83.7%
-18.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.0% | -6.2% |
| 7D | -10.3% | -14.1% | +3.7% | -8.7% |
| 30D | -14.4% | -11.8% | -2.6% | -13.1% |
| 3M | -1.1% | +0.1% | -1.2% | -0.8% |
| 6M | +3.0% | +64.2% | -61.2% | +0.3% |
| YTD | +70.1% | +38.2% | +31.9% | +66.9% |
| 1Y | +65.7% | +85.4% | -19.7% | +57.6% |
| All | +65.7% | +83.7% | -18.0% | +57.6% |
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