+126.9%
NI vs FROG
+24.4%
+102.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.6% |
| 7D | -0.6% | -2.2% | +1.6% | -0.6% |
| 30D | -1.4% | +3.0% | -4.4% | -1.5% |
| 3M | -10.6% | +10.3% | -20.9% | -10.8% |
| 6M | -9.9% | +116.7% | -126.6% | -11.2% |
| YTD | +1.2% | +41.9% | -40.8% | +0.4% |
| 1Y | +4.4% | +78.5% | -74.1% | +2.9% |
| 3Y | +68.6% | +224.1% | -155.5% | +63.2% |
| 5Y | +98.0% | +142.4% | -44.4% | +88.8% |
| All | +126.9% | +24.4% | +102.6% | +117.3% |
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 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