+479.4%
NBIS vs FROG
+271.5%
+207.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.7% | -12.6% | -11.0% |
| 7D | -10.5% | +12.5% | -23.0% | -14.4% |
| 30D | -37.7% | +23.5% | -61.2% | -42.8% |
| 3M | -54.6% | +19.4% | -74.0% | -58.0% |
| 6M | -44.1% | +77.0% | -121.1% | -55.6% |
| YTD | +38.4% | +81.9% | -43.4% | +4.2% |
| 1Y | +30.7% | +90.7% | -59.9% | -4.4% |
| All | +479.4% | +271.5% | +207.9% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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