+12.7%
NOW vs FROG
+53.7%
-41.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +1.3% |
| 7D | -5.6% | +26.8% | -32.4% | -14.4% |
| 30D | -26.8% | +10.6% | -37.4% | -30.8% |
| 3M | -19.4% | +27.2% | -46.6% | -27.7% |
| 6M | +12.3% | +58.7% | -46.4% | -6.5% |
| YTD | -32.9% | +75.3% | -108.2% | -47.6% |
| 1Y | -40.3% | +71.1% | -111.4% | -53.1% |
| 3Y | -19.1% | +319.6% | -338.6% | -57.6% |
| 5Y | -24.4% | +195.7% | -220.0% | -59.7% |
| All | +12.7% | +53.7% | -41.0% | -34.7% |
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