+9.2%
NOW vs FROG
+45.3%
-36.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -1.7% |
| 7D | -8.7% | +17.0% | -25.8% | -15.1% |
| 30D | -29.3% | +1.3% | -30.6% | -31.3% |
| 3M | -21.8% | +17.5% | -39.3% | -28.1% |
| 6M | +9.2% | +46.8% | -37.5% | -6.8% |
| YTD | -35.0% | +65.8% | -100.8% | -48.3% |
| 1Y | -42.5% | +61.0% | -103.5% | -54.0% |
| 3Y | -21.5% | +296.7% | -318.3% | -58.2% |
| 5Y | -25.8% | +177.8% | -203.6% | -59.7% |
| All | +9.2% | +45.3% | -36.1% | -35.6% |
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