+85.4%
FROG vs NTRS
+43.5%
+41.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.6% | -3.4% |
| 7D | -14.1% | +3.6% | -17.6% | -15.0% |
| 30D | -11.8% | +4.3% | -16.1% | -13.0% |
| 3M | +0.1% | -1.9% | +2.1% | +0.1% |
| 6M | +64.2% | +11.4% | +52.8% | +57.0% |
| YTD | +38.2% | +32.3% | +5.9% | +15.5% |
| 1Y | +85.4% | +42.5% | +42.9% | +38.7% |
| All | +85.4% | +43.5% | +41.9% | +38.7% |
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