-29.4%
ETHA vs FROG
+129.0%
-158.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.9% |
| 7D | +0.8% | -11.3% | +12.1% | +3.5% |
| 30D | +27.9% | +3.6% | +24.3% | +26.2% |
| 3M | +38.3% | +1.7% | +36.6% | +36.5% |
| 6M | +14.0% | +123.5% | -109.6% | -9.0% |
| YTD | -17.4% | +40.2% | -57.7% | -26.5% |
| 1Y | -42.7% | +81.0% | -123.7% | -53.1% |
| All | -29.4% | +129.0% | -158.4% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling