+373.2%
NTAP vs FROG
+22.5%
+350.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +2.2% | -4.8% | +7.0% | +2.9% |
| 30D | -7.0% | -0.9% | -6.1% | -7.2% |
| 3M | +12.3% | +7.5% | +4.8% | +10.4% |
| 6M | +85.1% | +107.0% | -21.9% | +66.2% |
| YTD | +74.8% | +39.8% | +35.0% | +63.3% |
| 1Y | +52.7% | +74.8% | -22.1% | +37.6% |
| 3Y | +147.7% | +219.3% | -71.6% | +99.8% |
| 5Y | +124.8% | +133.0% | -8.2% | +77.6% |
| All | +373.2% | +22.5% | +350.7% | +282.0% |
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