+6.8%
NOW vs FROG
+129.7%
-122.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -1.8% |
| 7D | -2.4% | -11.3% | +8.9% | +1.8% |
| 30D | +20.5% | +3.6% | +16.9% | +18.3% |
| 3M | +18.3% | +1.7% | +16.7% | +16.2% |
| 6M | +24.1% | +123.5% | -99.5% | -9.3% |
| YTD | -7.8% | +40.2% | -48.0% | -21.7% |
| 1Y | -21.4% | +81.0% | -102.4% | -40.4% |
| 3Y | +19.5% | +194.8% | -175.2% | -33.7% |
| All | +6.8% | +129.7% | -122.8% | -39.8% |
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 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