+133.0%
FROG vs BNS
+93.4%
+39.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.2% |
| 30D | -0.9% | +4.0% | -5.0% | -3.2% |
| 3M | +7.5% | +13.8% | -6.3% | -0.3% |
| 6M | +107.0% | +32.7% | +74.3% | +74.7% |
| YTD | +39.8% | +27.6% | +12.2% | +19.7% |
| 1Y | +74.8% | +47.4% | +27.4% | +36.8% |
| 3Y | +219.3% | +129.0% | +90.3% | +85.2% |
| 5Y | +133.0% | +92.7% | +40.3% | +45.5% |
| All | +133.0% | +93.4% | +39.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling