+17.6%
NSC vs FROG
+85.3%
-67.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.5% |
| 7D | +2.5% | +12.5% | -10.0% | +3.0% |
| 30D | +1.7% | +23.5% | -21.8% | +3.0% |
| 3M | -2.6% | +19.4% | -21.9% | -1.3% |
| 6M | +6.4% | +77.0% | -70.6% | +10.0% |
| YTD | +15.5% | +81.9% | -66.4% | +19.4% |
| 1Y | +17.6% | +90.7% | -73.1% | +21.7% |
| All | +17.6% | +85.3% | -67.7% | +21.7% |
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