+68.1%
NTAP vs FROG
+83.7%
-15.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | -16.1% | -14.1% | -2.0% | -14.3% |
| 30D | -15.9% | -11.8% | -4.2% | -14.5% |
| 3M | -1.2% | +0.1% | -1.4% | -1.3% |
| 6M | +70.1% | +64.2% | +5.9% | +61.3% |
| YTD | +77.9% | +38.2% | +39.7% | +68.0% |
| 1Y | +68.1% | +85.4% | -17.3% | +58.3% |
| All | +68.1% | +83.7% | -15.6% | +58.3% |
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