+114.8%
ENTG vs FROG
+22.5%
+92.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +8.9% | -4.8% | +13.7% | +10.2% |
| 30D | -0.8% | -0.9% | +0.1% | -0.8% |
| 3M | +6.6% | +7.5% | -0.9% | +3.9% |
| 6M | +22.1% | +107.0% | -84.9% | -1.3% |
| YTD | +70.2% | +39.8% | +30.4% | +49.0% |
| 1Y | +76.7% | +74.8% | +1.9% | +43.6% |
| 3Y | +50.5% | +219.3% | -168.8% | -5.9% |
| 5Y | +21.8% | +133.0% | -111.2% | -25.0% |
| All | +114.8% | +22.5% | +92.3% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling