+69.6%
NSC vs FROG
+53.7%
+15.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | +0.6% |
| 7D | -3.5% | +26.8% | -30.4% | -4.8% |
| 30D | +3.9% | +10.6% | -6.7% | +3.2% |
| 3M | -0.8% | +27.2% | -28.0% | -2.4% |
| 6M | +7.1% | +58.7% | -51.6% | +3.6% |
| YTD | +16.4% | +75.3% | -58.9% | +11.2% |
| 1Y | +16.9% | +71.1% | -54.2% | +11.7% |
| 3Y | +78.4% | +319.6% | -241.2% | +55.9% |
| 5Y | +33.1% | +195.7% | -162.5% | +14.4% |
| All | +69.6% | +53.7% | +15.9% | +48.0% |
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