+108.4%
ENTG vs FROG
+22.9%
+85.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +7.0% |
| 7D | +2.8% | -11.3% | +14.1% | +5.9% |
| 30D | -4.7% | +3.6% | -8.3% | -5.7% |
| 3M | -0.7% | +1.7% | -2.4% | -1.8% |
| 6M | +7.7% | +123.5% | -115.8% | -14.7% |
| YTD | +65.1% | +40.2% | +24.8% | +44.4% |
| 1Y | +74.8% | +81.0% | -6.2% | +40.6% |
| 3Y | +36.9% | +194.8% | -157.8% | -12.0% |
| 5Y | +16.1% | +131.8% | -115.7% | -28.5% |
| All | +108.4% | +22.9% | +85.5% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling