+98.6%
NEM vs FROG
+55.2%
+43.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.0% |
| 7D | -5.9% | +48.2% | -54.1% | -8.4% |
| 30D | -2.6% | +11.4% | -14.0% | -3.6% |
| 3M | -4.2% | +28.5% | -32.8% | -6.4% |
| 6M | -5.5% | +63.7% | -69.2% | -9.3% |
| YTD | +13.5% | +77.1% | -63.5% | +7.4% |
| 1Y | +22.2% | +79.3% | -57.2% | +15.5% |
| 3Y | +249.0% | +323.8% | -74.8% | +206.6% |
| 5Y | +120.1% | +198.9% | -78.8% | +91.9% |
| All | +98.6% | +55.2% | +43.4% | +71.2% |
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