+81.1%
ETN vs FROG
+219.3%
-138.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +6.2% | -4.8% | +11.0% | +6.8% |
| 30D | -6.7% | -0.9% | -5.7% | -6.8% |
| 3M | +3.6% | +7.5% | -3.8% | +2.3% |
| 6M | +18.3% | +107.0% | -88.7% | +6.7% |
| YTD | +31.5% | +39.8% | -8.3% | +23.9% |
| 1Y | +20.6% | +74.8% | -54.2% | +8.7% |
| All | +81.1% | +219.3% | -138.2% | +37.6% |
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