+68.3%
NSC vs FROG
+22.9%
+45.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | -5.5% | -11.3% | +5.8% | -4.9% |
| 30D | -3.2% | +3.6% | -6.9% | -3.5% |
| 3M | +7.7% | +1.7% | +6.0% | +7.2% |
| 6M | +4.5% | +123.5% | -119.0% | -1.4% |
| YTD | +15.6% | +40.2% | -24.7% | +12.0% |
| 1Y | +19.8% | +81.0% | -61.2% | +13.3% |
| 3Y | +70.1% | +194.8% | -124.7% | +51.7% |
| 5Y | +46.1% | +131.8% | -85.7% | +27.4% |
| All | +68.3% | +22.9% | +45.4% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling