+642.6%
NET vs FROG
+21.1%
+621.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -1.3% |
| 7D | -16.4% | -14.1% | -2.3% | -9.3% |
| 30D | -25.8% | -11.8% | -14.1% | -20.9% |
| 3M | -11.5% | +0.1% | -11.7% | -12.1% |
| 6M | +18.9% | +64.2% | -45.3% | -16.3% |
| YTD | +35.2% | +38.2% | -3.0% | +0.7% |
| 1Y | +14.5% | +85.4% | -70.9% | -30.7% |
| 3Y | +313.8% | +221.8% | +92.0% | +47.2% |
| 5Y | +32.6% | +143.6% | -111.0% | -47.5% |
| All | +642.6% | +21.1% | +621.4% | +242.1% |
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