-44.1%
ETHA vs FROG
+197.0%
-241.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.1% | -3.8% |
| 7D | -12.5% | +12.5% | -25.0% | -14.5% |
| 30D | -19.8% | +23.5% | -43.3% | -23.8% |
| 3M | +3.1% | +19.4% | -16.3% | -1.9% |
| 6M | -13.8% | +77.0% | -90.8% | -25.8% |
| YTD | -34.6% | +81.9% | -116.5% | -45.5% |
| 1Y | -38.7% | +90.7% | -129.4% | -49.7% |
| All | -44.1% | +197.0% | -241.1% | -65.4% |
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