+81.0%
FROG vs NTRS
+47.2%
+33.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.3% |
| 7D | -11.3% | +0.4% | -11.7% | -11.4% |
| 30D | +3.6% | +1.7% | +1.9% | +2.9% |
| 3M | +1.7% | +8.9% | -7.2% | -1.4% |
| 6M | +123.5% | +30.6% | +92.9% | +96.1% |
| YTD | +40.2% | +38.7% | +1.6% | +17.7% |
| 1Y | +81.0% | +48.1% | +32.9% | +43.1% |
| All | +81.0% | +47.2% | +33.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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