+185.2%
ETR vs FROG
+59.4%
+125.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.1% |
| 7D | +1.2% | +12.5% | -11.3% | +1.1% |
| 30D | +7.0% | +23.5% | -16.5% | +6.8% |
| 3M | +4.6% | +19.4% | -14.8% | +4.4% |
| 6M | +0.1% | +77.0% | -76.9% | -0.6% |
| YTD | +23.2% | +81.9% | -58.7% | +22.2% |
| 1Y | +20.6% | +90.7% | -70.1% | +19.5% |
| 3Y | +156.3% | +328.5% | -172.3% | +148.4% |
| 5Y | +159.6% | +207.0% | -47.4% | +151.1% |
| All | +185.2% | +59.4% | +125.8% | +183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling