+175.7%
ETN vs FROG
+136.2%
+39.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | +3.0% | -2.2% | +5.2% | +3.3% |
| 30D | -10.9% | +3.0% | -13.9% | -11.4% |
| 3M | +9.2% | +10.3% | -1.1% | +7.5% |
| 6M | +13.9% | +116.7% | -102.8% | +2.6% |
| YTD | +29.5% | +41.9% | -12.4% | +21.8% |
| 1Y | +14.2% | +78.5% | -64.3% | +3.3% |
| 3Y | +79.9% | +224.1% | -144.3% | +45.4% |
| 5Y | +175.7% | +142.4% | +33.3% | +121.5% |
| All | +175.7% | +136.2% | +39.5% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling