+334.9%
ETN vs FROG
+22.9%
+311.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +3.7% |
| 7D | +2.0% | -11.3% | +13.3% | +3.0% |
| 30D | -7.9% | +3.6% | -11.6% | -8.4% |
| 3M | -1.6% | +1.7% | -3.3% | -2.1% |
| 6M | +16.9% | +123.5% | -106.6% | +7.7% |
| YTD | +30.1% | +40.2% | -10.2% | +24.3% |
| 1Y | +19.3% | +81.0% | -61.7% | +10.6% |
| 3Y | +82.5% | +194.8% | -112.2% | +58.7% |
| 5Y | +166.8% | +131.8% | +35.0% | +124.9% |
| All | +334.9% | +22.9% | +311.9% | +265.7% |
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