-18.2%
ETSY vs FROG
+59.4%
-77.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.1% |
| 7D | -1.0% | +12.5% | -13.5% | -4.3% |
| 30D | +7.3% | +23.5% | -16.2% | -1.5% |
| 3M | +10.3% | +19.4% | -9.1% | +1.1% |
| 6M | +55.1% | +77.0% | -21.9% | +23.6% |
| YTD | +60.5% | +81.9% | -21.3% | +21.0% |
| 1Y | +52.2% | +90.7% | -38.5% | +12.4% |
| 3Y | +40.8% | +328.5% | -287.7% | -34.8% |
| 5Y | -67.3% | +207.0% | -274.3% | -84.0% |
| All | -18.2% | +59.4% | -77.6% | -52.7% |
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 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