+56.3%
ENTG vs FROG
+307.0%
-250.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.1% | +2.3% | +8.1% |
| 7D | -7.6% | +27.1% | -34.7% | -12.3% |
| 30D | -15.5% | +5.8% | -21.3% | -17.0% |
| 3M | -7.8% | +20.8% | -28.7% | -12.0% |
| 6M | -5.9% | +53.3% | -59.3% | -14.4% |
| YTD | +66.7% | +73.2% | -6.5% | +45.7% |
| 1Y | +62.1% | +80.3% | -18.2% | +40.1% |
| 3Y | +56.3% | +318.3% | -262.1% | -10.4% |
| All | +56.3% | +307.0% | -250.7% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling