-5.5%
ETN vs FROG
+83.7%
-89.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.4% | -7.4% | -9.7% |
| 7D | -10.1% | -14.1% | +3.9% | -9.6% |
| 30D | -18.4% | -11.8% | -6.6% | -18.0% |
| 3M | -20.4% | +0.1% | -20.6% | -20.2% |
| 6M | -16.0% | +64.2% | -80.2% | -16.0% |
| YTD | +11.8% | +38.2% | -26.5% | +10.5% |
| 1Y | -5.5% | +85.4% | -90.9% | -8.1% |
| All | -5.5% | +83.7% | -89.2% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling