+112.5%
NET vs FROG
+129.7%
-17.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -0.1% |
| 7D | -7.0% | -11.3% | +4.3% | -0.5% |
| 30D | -4.8% | +3.6% | -8.4% | -6.9% |
| 3M | +3.8% | +1.7% | +2.2% | +1.0% |
| 6M | +50.0% | +123.5% | -73.5% | -16.0% |
| YTD | +41.5% | +40.2% | +1.2% | +2.0% |
| 1Y | +32.8% | +81.0% | -48.2% | -22.4% |
| 3Y | +335.9% | +194.8% | +141.1% | +36.7% |
| All | +112.5% | +129.7% | -17.2% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling