+352.1%
NTAP vs FROG
+51.8%
+300.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.1% | +3.1% |
| 7D | -5.0% | +27.1% | -32.1% | -8.7% |
| 30D | -25.8% | +5.8% | -31.6% | -26.8% |
| 3M | -6.9% | +20.8% | -27.7% | -10.3% |
| 6M | +50.0% | +53.3% | -3.3% | +39.3% |
| YTD | +66.9% | +73.2% | -6.3% | +50.3% |
| 1Y | +58.3% | +80.3% | -22.0% | +41.5% |
| 3Y | +145.1% | +318.3% | -173.2% | +89.6% |
| 5Y | +114.2% | +179.9% | -65.7% | +63.4% |
| All | +352.1% | +51.8% | +300.3% | +251.4% |
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