+425.5%
ET vs FROG
+45.3%
+380.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.0% |
| 7D | -1.9% | +17.0% | -18.9% | -2.8% |
| 30D | -3.1% | +1.3% | -4.4% | -3.5% |
| 3M | -3.9% | +17.5% | -21.4% | -5.1% |
| 6M | +4.0% | +46.8% | -42.8% | +1.3% |
| YTD | +26.4% | +65.8% | -39.4% | +21.5% |
| 1Y | +24.9% | +61.0% | -36.1% | +20.2% |
| 3Y | +85.2% | +296.7% | -211.6% | +64.3% |
| 5Y | +218.3% | +177.8% | +40.5% | +176.5% |
| All | +425.5% | +45.3% | +380.2% | +377.0% |
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 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