+238.1%
ET vs FROG
+127.7%
+110.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | +0.9% | -11.3% | +12.2% | +1.6% |
| 30D | +7.5% | +3.6% | +3.8% | +7.0% |
| 3M | +11.4% | +1.7% | +9.7% | +10.9% |
| 6M | +18.5% | +123.5% | -105.0% | +10.6% |
| YTD | +37.4% | +40.2% | -2.9% | +32.5% |
| 1Y | +30.9% | +81.0% | -50.1% | +22.6% |
| 3Y | +98.7% | +194.8% | -96.0% | +71.7% |
| All | +238.1% | +127.7% | +110.4% | +183.5% |
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