+154.5%
ETR vs FROG
+307.0%
-152.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | +1.1% |
| 7D | +1.7% | +27.1% | -25.4% | +1.8% |
| 30D | +8.7% | +5.8% | +2.9% | +8.8% |
| 3M | +4.9% | +20.8% | -15.9% | +5.0% |
| 6M | +0.8% | +53.3% | -52.6% | +0.6% |
| YTD | +23.1% | +73.2% | -50.1% | +23.2% |
| 1Y | +17.9% | +80.3% | -62.4% | +17.7% |
| 3Y | +154.5% | +318.3% | -163.8% | +141.3% |
| All | +154.5% | +307.0% | -152.5% | +141.3% |
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