+125.9%
NEM vs FROG
+22.9%
+102.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.6% |
| 7D | +0.3% | -11.3% | +11.6% | +1.1% |
| 30D | +23.1% | +3.6% | +19.4% | +22.6% |
| 3M | +18.5% | +1.7% | +16.8% | +18.0% |
| 6M | +7.8% | +123.5% | -115.7% | +1.4% |
| YTD | +29.1% | +40.2% | -11.1% | +24.7% |
| 1Y | +72.7% | +81.0% | -8.3% | +63.9% |
| 3Y | +248.7% | +194.8% | +54.0% | +214.7% |
| 5Y | +148.7% | +131.8% | +16.9% | +121.1% |
| All | +125.9% | +22.9% | +102.9% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling