+35.7%
ET vs FROG
+73.1%
-37.4%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +0.6% | -4.8% | +5.5% | +0.5% |
| 30D | +5.3% | -0.9% | +6.2% | +5.4% |
| 3M | +15.6% | +7.5% | +8.2% | +16.0% |
| 6M | +20.6% | +107.0% | -86.4% | +22.8% |
| YTD | +38.5% | +39.8% | -1.3% | +40.3% |
| 1Y | +35.7% | +74.8% | -39.1% | +37.3% |
| All | +35.7% | +73.1% | -37.4% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling