+36.8%
FROG vs BNS
+199.9%
-163.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -2.2% | -2.2% | 0.0% | -1.1% |
| 30D | +3.0% | +4.5% | -1.5% | +0.7% |
| 3M | +10.3% | +14.9% | -4.6% | +2.9% |
| 6M | +116.7% | +32.5% | +84.2% | +87.4% |
| YTD | +41.9% | +28.6% | +13.3% | +23.7% |
| 1Y | +78.5% | +48.4% | +30.2% | +44.2% |
| 3Y | +224.1% | +130.8% | +93.3% | +104.3% |
| 5Y | +142.4% | +94.8% | +47.6% | +66.2% |
| All | +36.8% | +199.9% | -163.1% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling