-29.7%
ETSY vs FROG
+22.9%
-52.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.4% | -5.7% |
| 7D | -8.5% | -11.3% | +2.8% | -5.2% |
| 30D | -10.9% | +3.6% | -14.5% | -12.6% |
| 3M | +14.1% | +1.7% | +12.4% | +11.4% |
| 6M | +37.5% | +123.5% | -86.0% | +1.8% |
| YTD | +38.0% | +40.2% | -2.2% | +15.8% |
| 1Y | +46.5% | +81.0% | -34.4% | +10.5% |
| 3Y | +2.5% | +194.8% | -192.2% | -44.6% |
| 5Y | -65.3% | +131.8% | -197.1% | -81.0% |
| All | -29.7% | +22.9% | -52.6% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling