+68.2%
NSC vs FROG
+45.3%
+22.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.8% |
| 7D | -3.4% | +17.0% | -20.4% | -4.3% |
| 30D | +3.6% | +1.3% | +2.3% | +3.3% |
| 3M | -1.4% | +17.5% | -18.9% | -2.7% |
| 6M | +6.0% | +46.8% | -40.8% | +2.9% |
| YTD | +15.5% | +65.8% | -50.3% | +10.6% |
| 1Y | +16.2% | +61.0% | -44.8% | +11.4% |
| 3Y | +76.9% | +296.7% | -219.8% | +55.0% |
| 5Y | +29.3% | +177.8% | -148.5% | +11.4% |
| All | +68.2% | +45.3% | +22.9% | +47.2% |
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