+12.7%
NOW vs FROG
+51.8%
-39.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.4% | -1.5% |
| 7D | -3.1% | +27.1% | -30.2% | -12.2% |
| 30D | -27.0% | +5.8% | -32.9% | -30.1% |
| 3M | -17.7% | +20.8% | -38.6% | -25.0% |
| 6M | +12.7% | +53.3% | -40.6% | -5.2% |
| YTD | -32.9% | +73.2% | -106.1% | -47.4% |
| 1Y | -40.4% | +80.3% | -120.7% | -54.0% |
| 3Y | -17.1% | +318.3% | -335.4% | -56.6% |
| 5Y | -25.7% | +179.9% | -205.6% | -59.9% |
| All | +12.7% | +51.8% | -39.1% | -34.5% |
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