+224.6%
FROG vs NTR
+40.7%
+183.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | -0.9% | +21.7% | -22.7% | -5.6% |
| 3M | +7.5% | +22.8% | -15.3% | +1.4% |
| 6M | +107.0% | +8.2% | +98.8% | +101.0% |
| YTD | +39.8% | +32.9% | +6.9% | +25.4% |
| 1Y | +74.8% | +45.3% | +29.5% | +50.5% |
| All | +224.6% | +40.7% | +183.9% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling