+81.0%
FROG vs NTR
+43.1%
+37.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -3.3% |
| 7D | -11.3% | +8.1% | -19.4% | -11.3% |
| 30D | +3.6% | +18.8% | -15.1% | +3.6% |
| 3M | +1.7% | +16.2% | -14.5% | +1.6% |
| 6M | +123.5% | +9.8% | +113.8% | +121.7% |
| YTD | +40.2% | +30.9% | +9.4% | +34.1% |
| 1Y | +81.0% | +41.8% | +39.2% | +64.0% |
| All | +81.0% | +43.1% | +37.9% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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