-34.2%
ETSY vs FROG
+24.4%
-58.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.1% |
| 7D | -12.7% | -2.2% | -10.6% | -12.1% |
| 30D | -9.9% | +3.0% | -12.9% | -11.4% |
| 3M | +4.2% | +10.3% | -6.2% | -0.8% |
| 6M | +34.2% | +116.7% | -82.5% | +0.5% |
| YTD | +29.1% | +41.9% | -12.8% | +7.9% |
| 1Y | +23.8% | +78.5% | -54.7% | -6.1% |
| 3Y | +6.6% | +224.1% | -217.5% | -44.9% |
| 5Y | -67.0% | +142.4% | -209.4% | -82.2% |
| All | -34.2% | +24.4% | -58.6% | -57.8% |
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