+121.5%
ENTG vs FROG
+59.4%
+62.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.5% | -4.5% |
| 7D | +15.2% | +12.5% | +2.7% | +12.0% |
| 30D | -3.6% | +23.5% | -27.2% | -9.5% |
| 3M | -10.0% | +19.4% | -29.3% | -15.3% |
| 6M | +1.8% | +77.0% | -75.2% | -14.1% |
| YTD | +75.5% | +81.9% | -6.4% | +41.7% |
| 1Y | +82.4% | +90.7% | -8.3% | +45.3% |
| 3Y | +58.5% | +328.5% | -270.0% | -8.9% |
| 5Y | +0.4% | +207.0% | -206.7% | -43.0% |
| All | +121.5% | +59.4% | +62.2% | +32.5% |
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 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