+34.6%
FROG vs NTR
+135.8%
-101.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | +1.3% | +16.8% | -15.5% | -1.4% |
| 3M | +11.1% | +20.7% | -9.7% | +7.0% |
| 6M | +108.3% | +0.5% | +107.8% | +106.9% |
| YTD | +39.6% | +29.2% | +10.4% | +31.5% |
| 1Y | +74.7% | +39.6% | +35.2% | +61.7% |
| 3Y | +224.1% | +37.9% | +186.2% | +194.4% |
| 5Y | +138.4% | +47.1% | +91.3% | +117.2% |
| All | +34.6% | +135.8% | -101.2% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling