+78.5%
FROG vs BNS
+48.3%
+30.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -2.2% | -2.2% | 0.0% | -1.9% |
| 30D | +3.0% | +4.5% | -1.5% | +2.6% |
| 3M | +10.3% | +14.9% | -4.6% | +9.1% |
| 6M | +116.7% | +32.5% | +84.2% | +101.6% |
| YTD | +41.9% | +28.6% | +13.3% | +30.3% |
| 1Y | +78.5% | +48.4% | +30.2% | +40.5% |
| All | +78.5% | +48.3% | +30.2% | +40.5% |
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