+97.6%
ET vs FROG
+206.6%
-109.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | +0.9% | -11.3% | +12.2% | +1.3% |
| 30D | +7.5% | +3.6% | +3.8% | +7.2% |
| 3M | +11.4% | +1.7% | +9.7% | +11.1% |
| 6M | +18.5% | +123.5% | -105.0% | +13.4% |
| YTD | +37.4% | +40.2% | -2.9% | +34.7% |
| 1Y | +30.9% | +81.0% | -50.1% | +25.3% |
| All | +97.6% | +206.6% | -109.0% | +70.7% |
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