+81.0%
FROG vs BNS
+52.2%
+28.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.2% |
| 7D | -11.3% | +1.5% | -12.8% | -11.4% |
| 30D | +3.6% | +6.0% | -2.3% | +3.2% |
| 3M | +1.7% | +16.3% | -14.7% | +0.4% |
| 6M | +123.5% | +28.8% | +94.8% | +108.9% |
| YTD | +40.2% | +30.0% | +10.3% | +28.8% |
| 1Y | +81.0% | +50.7% | +30.3% | +45.1% |
| All | +81.0% | +52.2% | +28.8% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling