+201.0%
ET vs FROG
+160.8%
+40.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +35.3% | -34.9% | -1.7% |
| 7D | -7.9% | +7.0% | -14.9% | -8.5% |
| 30D | -5.9% | +2.9% | -8.8% | -6.5% |
| 3M | -5.2% | +21.6% | -26.8% | -7.0% |
| 6M | +0.3% | +87.7% | -87.4% | -5.1% |
| YTD | +23.1% | +61.7% | -38.6% | +17.2% |
| 1Y | +22.7% | +113.7% | -90.9% | +13.2% |
| 3Y | +75.4% | +267.7% | -192.4% | +48.3% |
| All | +201.0% | +160.8% | +40.2% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling