+16.2%
NSC vs FROG
+70.9%
-54.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.5% |
| 7D | -3.4% | +17.0% | -20.4% | -2.5% |
| 30D | +3.6% | +1.3% | +2.3% | +4.1% |
| 3M | -1.4% | +17.5% | -18.9% | -0.2% |
| 6M | +6.0% | +46.8% | -40.8% | +8.5% |
| YTD | +15.5% | +65.8% | -50.3% | +19.1% |
| 1Y | +16.2% | +61.0% | -44.8% | +19.8% |
| All | +16.2% | +70.9% | -54.7% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling