+96.4%
NI vs FROG
+125.4%
-29.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +2.3% | -5.5% | +7.8% | +2.4% |
| 30D | -1.7% | -3.1% | +1.5% | -1.6% |
| 3M | -8.0% | +1.2% | -9.2% | -8.2% |
| 6M | -8.6% | +113.7% | -122.3% | -11.0% |
| YTD | +2.3% | +38.9% | -36.5% | +1.0% |
| 1Y | +6.9% | +72.0% | -65.0% | +4.4% |
| 3Y | +70.6% | +217.1% | -146.6% | +60.1% |
| 5Y | +96.4% | +130.6% | -34.2% | +81.4% |
| All | +96.4% | +125.4% | -29.0% | +81.4% |
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