+154.0%
NI vs FROG
+59.4%
+94.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.5% |
| 7D | +4.3% | +12.5% | -8.2% | +4.2% |
| 30D | +12.4% | +23.5% | -11.2% | +12.1% |
| 3M | +10.2% | +19.4% | -9.2% | +10.0% |
| 6M | -0.8% | +77.0% | -77.8% | -1.6% |
| YTD | +13.2% | +81.9% | -68.6% | +12.1% |
| 1Y | +10.1% | +90.7% | -80.6% | +8.8% |
| 3Y | +103.1% | +328.5% | -225.4% | +96.2% |
| 5Y | +115.5% | +207.0% | -91.5% | +105.0% |
| All | +154.0% | +59.4% | +94.6% | +142.5% |
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