+108.3%
ENTG vs FROG
+45.3%
+63.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | 0.0% |
| 7D | -9.3% | +17.0% | -26.3% | -13.6% |
| 30D | -16.4% | +1.3% | -17.7% | -17.5% |
| 3M | -3.8% | +17.5% | -21.3% | -9.3% |
| 6M | -6.9% | +46.8% | -53.7% | -17.8% |
| YTD | +65.0% | +65.8% | -0.8% | +36.3% |
| 1Y | +61.7% | +61.0% | +0.7% | +34.6% |
| 3Y | +46.6% | +296.7% | -250.1% | -14.2% |
| 5Y | -2.7% | +177.8% | -180.5% | -43.4% |
| All | +108.3% | +45.3% | +63.0% | +27.4% |
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