+90.7%
FROG vs BNS
+40.7%
+50.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +12.5% | +0.9% | +11.6% | +12.4% |
| 30D | +23.5% | +2.8% | +20.8% | +24.8% |
| 3M | +19.4% | +3.0% | +16.4% | +20.5% |
| 6M | +77.0% | +23.3% | +53.7% | +81.7% |
| YTD | +81.9% | +29.3% | +52.5% | +76.7% |
| 1Y | +90.7% | +41.7% | +49.0% | +75.3% |
| All | +90.7% | +40.7% | +50.0% | +75.3% |
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