+351.9%
NTAP vs FROG
+45.3%
+306.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.6% |
| 7D | -7.8% | +17.0% | -24.8% | -10.4% |
| 30D | -25.8% | +1.3% | -27.1% | -26.4% |
| 3M | -11.2% | +17.5% | -28.7% | -14.1% |
| 6M | +49.9% | +46.8% | +3.2% | +40.0% |
| YTD | +66.9% | +65.8% | +1.1% | +51.1% |
| 1Y | +58.8% | +61.0% | -2.2% | +44.2% |
| 3Y | +140.8% | +296.7% | -155.9% | +87.6% |
| 5Y | +115.0% | +177.8% | -62.8% | +64.8% |
| All | +351.9% | +45.3% | +306.6% | +253.3% |
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 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