+322.4%
NET vs FROG
+219.8%
+102.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -1.7% |
| 7D | -16.4% | -14.1% | -2.3% | -11.8% |
| 30D | -25.8% | -11.8% | -14.1% | -22.6% |
| 3M | -11.5% | +0.1% | -11.7% | -11.4% |
| 6M | +18.9% | +64.2% | -45.3% | -1.7% |
| YTD | +35.2% | +38.2% | -3.0% | +16.1% |
| 1Y | +14.5% | +85.4% | -70.9% | -12.9% |
| All | +322.4% | +219.8% | +102.6% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling