+126.9%
NEM vs FROG
+22.5%
+104.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +3.1% | -4.8% | +7.9% | +3.4% |
| 30D | +10.0% | -0.9% | +10.9% | +9.9% |
| 3M | +30.9% | +7.5% | +23.4% | +29.9% |
| 6M | +10.5% | +107.0% | -96.5% | +4.6% |
| YTD | +29.7% | +39.8% | -10.1% | +25.3% |
| 1Y | +71.1% | +74.8% | -3.7% | +62.8% |
| 3Y | +252.1% | +219.3% | +32.8% | +216.3% |
| 5Y | +157.7% | +133.0% | +24.7% | +129.2% |
| All | +126.9% | +22.5% | +104.4% | +99.8% |
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 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