+12.1%
NOW vs FROG
+59.4%
-47.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.7% |
| 7D | +0.3% | +12.5% | -12.2% | -3.5% |
| 30D | -27.0% | +23.5% | -50.5% | -33.3% |
| 3M | -19.6% | +19.4% | -39.0% | -26.3% |
| 6M | +17.5% | +77.0% | -59.5% | -5.5% |
| YTD | -33.3% | +81.9% | -115.1% | -48.5% |
| 1Y | -39.8% | +90.7% | -130.5% | -54.4% |
| 3Y | -19.9% | +328.5% | -348.4% | -58.3% |
| 5Y | -26.1% | +207.0% | -233.1% | -61.0% |
| All | +12.1% | +59.4% | -47.3% | -35.8% |
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