+111.5%
NEM vs FROG
+45.3%
+66.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -3.9% |
| 7D | +11.6% | +17.0% | -5.4% | +10.2% |
| 30D | +1.8% | +1.3% | +0.5% | +1.3% |
| 3M | +2.5% | +17.5% | -15.0% | +0.8% |
| 6M | +3.4% | +46.8% | -43.4% | -0.1% |
| YTD | +20.9% | +65.8% | -44.9% | +14.9% |
| 1Y | +37.2% | +61.0% | -23.8% | +30.5% |
| 3Y | +271.6% | +296.7% | -25.1% | +227.9% |
| 5Y | +136.6% | +177.8% | -41.2% | +107.2% |
| All | +111.5% | +45.3% | +66.2% | +83.1% |
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