+192.9%
NRG vs FROG
+136.2%
+56.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.3% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | -6.8% | +3.0% | -9.8% | -7.1% |
| 3M | -7.1% | +10.3% | -17.4% | -8.3% |
| 6M | -27.6% | +116.7% | -144.3% | -33.1% |
| YTD | -29.2% | +41.9% | -71.1% | -32.4% |
| 1Y | -29.9% | +78.5% | -108.4% | -35.1% |
| 3Y | +198.7% | +224.1% | -25.5% | +153.6% |
| 5Y | +192.9% | +142.4% | +50.5% | +151.3% |
| All | +192.9% | +136.2% | +56.7% | +151.3% |
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