+37.6%
NEE vs FROG
+22.5%
+15.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -0.5% | -4.8% | +4.3% | -0.3% |
| 30D | -1.7% | -0.9% | -0.7% | -1.8% |
| 3M | -1.8% | +7.5% | -9.3% | -2.5% |
| 6M | -8.8% | +107.0% | -115.9% | -13.4% |
| YTD | +5.2% | +39.8% | -34.6% | +2.2% |
| 1Y | +21.3% | +74.8% | -53.5% | +15.3% |
| 3Y | +35.2% | +219.3% | -184.1% | +18.1% |
| 5Y | +10.1% | +133.0% | -122.8% | -5.1% |
| All | +37.6% | +22.5% | +15.1% | +22.3% |
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