+34.6%
FROG vs NTRS
+184.8%
-150.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -2.1% |
| 7D | -0.5% | +1.4% | -1.9% | -1.0% |
| 30D | +1.3% | -0.7% | +2.0% | +1.5% |
| 3M | +11.1% | +11.3% | -0.2% | +6.7% |
| 6M | +108.3% | +35.5% | +72.8% | +85.0% |
| YTD | +39.6% | +40.6% | -1.0% | +22.0% |
| 1Y | +74.7% | +49.2% | +25.5% | +49.4% |
| 3Y | +224.1% | +167.2% | +56.9% | +123.0% |
| 5Y | +138.4% | +94.9% | +43.5% | +76.0% |
| All | +34.6% | +184.8% | -150.2% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling