+333.1%
NRG vs FROG
+22.3%
+310.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.7% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -6.0% | +1.3% | -7.3% | -6.2% |
| 3M | -8.0% | +11.1% | -19.0% | -9.1% |
| 6M | -23.2% | +108.3% | -131.5% | -28.7% |
| YTD | -28.1% | +39.6% | -67.6% | -31.2% |
| 1Y | -27.3% | +74.7% | -102.0% | -32.4% |
| 3Y | +208.7% | +224.1% | -15.4% | +164.2% |
| 5Y | +197.7% | +138.4% | +59.3% | +156.2% |
| All | +333.1% | +22.3% | +310.7% | +296.6% |
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