+145.1%
NTAP vs FROG
+307.0%
-161.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.1% | +3.0% |
| 7D | -5.0% | +27.1% | -32.1% | -8.9% |
| 30D | -25.8% | +5.8% | -31.6% | -26.8% |
| 3M | -6.9% | +20.8% | -27.7% | -10.4% |
| 6M | +50.0% | +53.3% | -3.3% | +38.6% |
| YTD | +66.9% | +73.2% | -6.3% | +49.7% |
| 1Y | +58.3% | +80.3% | -22.0% | +40.8% |
| 3Y | +145.1% | +318.3% | -173.2% | +88.3% |
| All | +145.1% | +307.0% | -161.9% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling