+37.1%
NEE vs FROG
+202.6%
-165.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +1.1% | -5.5% | +6.6% | +1.1% |
| 30D | -0.2% | -3.1% | +2.9% | -0.2% |
| 3M | +0.5% | +1.2% | -0.7% | +0.5% |
| 6M | -6.5% | +113.7% | -120.2% | -8.1% |
| YTD | +6.7% | +38.9% | -32.2% | +6.5% |
| 1Y | +23.6% | +72.0% | -48.4% | +21.6% |
| 3Y | +37.1% | +217.1% | -180.0% | +14.8% |
| All | +37.1% | +202.6% | -165.5% | +14.8% |
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