+33.9%
FROG vs NTR
+142.5%
-108.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -5.5% | +3.8% | -9.4% | -6.1% |
| 30D | -3.1% | +25.2% | -28.4% | -6.9% |
| 3M | +1.2% | +21.0% | -19.8% | -2.4% |
| 6M | +113.7% | +7.6% | +106.1% | +109.5% |
| YTD | +38.9% | +32.9% | +6.0% | +30.2% |
| 1Y | +72.0% | +43.1% | +28.9% | +58.5% |
| 3Y | +217.1% | +41.6% | +175.5% | +186.8% |
| 5Y | +130.6% | +54.8% | +75.8% | +109.0% |
| All | +33.9% | +142.5% | -108.6% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling