+173.4%
ETR vs FROG
+22.5%
+150.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.3% |
| 7D | +0.4% | -4.8% | +5.2% | +0.4% |
| 30D | +2.0% | -0.9% | +3.0% | +2.0% |
| 3M | -1.7% | +7.5% | -9.1% | -1.8% |
| 6M | +3.6% | +107.0% | -103.4% | +2.4% |
| YTD | +18.0% | +39.8% | -21.8% | +17.4% |
| 1Y | +26.2% | +74.8% | -48.6% | +24.7% |
| 3Y | +148.0% | +219.3% | -71.3% | +140.9% |
| 5Y | +126.1% | +133.0% | -6.9% | +119.1% |
| All | +173.4% | +22.5% | +150.8% | +172.2% |
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