+34.8%
FROG vs NTRS
+178.0%
-143.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.8% | +0.9% | -5.7% | -5.1% |
| 30D | -0.9% | -1.2% | +0.3% | -0.5% |
| 3M | +7.5% | +8.8% | -1.3% | +4.1% |
| 6M | +107.0% | +34.7% | +72.3% | +84.3% |
| YTD | +39.8% | +37.2% | +2.6% | +23.3% |
| 1Y | +74.8% | +46.3% | +28.5% | +50.6% |
| 3Y | +219.3% | +163.2% | +56.0% | +121.2% |
| 5Y | +133.0% | +86.9% | +46.0% | +73.0% |
| All | +34.8% | +178.0% | -143.2% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling