-29.2%
ETHA vs FROG
+128.3%
-157.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +2.9% | -4.8% | +7.7% | +4.0% |
| 30D | +31.4% | -0.9% | +32.3% | +31.1% |
| 3M | +48.9% | +7.5% | +41.4% | +44.9% |
| 6M | +20.9% | +107.0% | -86.1% | -1.5% |
| YTD | -17.2% | +39.8% | -57.0% | -26.2% |
| 1Y | -42.8% | +74.8% | -117.6% | -52.7% |
| All | -29.2% | +128.3% | -157.5% | -53.1% |
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