+11.5%
NEE vs FROG
+207.6%
-196.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | -2.1% | +12.5% | -14.6% | -2.5% |
| 30D | +8.6% | +23.5% | -14.9% | +7.6% |
| 3M | -0.3% | +19.4% | -19.7% | -1.2% |
| 6M | -8.9% | +77.0% | -85.9% | -11.9% |
| YTD | +8.3% | +81.9% | -73.5% | +4.1% |
| 1Y | +4.3% | +90.7% | -86.4% | -0.3% |
| 3Y | +70.7% | +328.5% | -257.8% | +44.6% |
| All | +11.5% | +207.6% | -196.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling