+71.0%
NEE vs FROG
+299.7%
-228.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.7% |
| 7D | +2.3% | +17.0% | -14.7% | +2.7% |
| 30D | +11.5% | +1.3% | +10.2% | +11.9% |
| 3M | +2.6% | +17.5% | -14.9% | +3.1% |
| 6M | -6.0% | +46.8% | -52.7% | -5.5% |
| YTD | +9.8% | +65.8% | -56.0% | +10.8% |
| 1Y | +4.7% | +61.0% | -56.3% | +5.7% |
| 3Y | +71.0% | +296.7% | -225.7% | +56.3% |
| All | +71.0% | +299.7% | -228.6% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling