+217.1%
FROG vs BNS
+130.3%
+86.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.5% |
| 7D | -5.5% | +1.8% | -7.3% | -6.3% |
| 30D | -3.1% | +4.5% | -7.6% | -5.2% |
| 3M | +1.2% | +15.8% | -14.5% | -6.0% |
| 6M | +113.7% | +31.5% | +82.2% | +83.5% |
| YTD | +38.9% | +28.6% | +10.2% | +19.7% |
| 1Y | +72.0% | +48.2% | +23.8% | +35.1% |
| 3Y | +217.1% | +130.8% | +86.3% | +65.0% |
| All | +217.1% | +130.3% | +86.8% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling