-67.1%
ETSY vs FROG
+133.6%
-200.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -12.9% | -4.8% | -8.1% | -11.5% |
| 30D | -11.5% | -0.9% | -10.5% | -11.9% |
| 3M | +3.5% | +7.5% | -3.9% | -0.5% |
| 6M | +27.6% | +107.0% | -79.4% | -2.8% |
| YTD | +28.4% | +39.8% | -11.4% | +8.2% |
| 1Y | +27.1% | +74.8% | -47.7% | -3.0% |
| 3Y | +6.0% | +219.3% | -213.2% | -47.6% |
| 5Y | -67.1% | +133.0% | -200.1% | -82.1% |
| All | -67.1% | +133.6% | -200.7% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling