+149.5%
NTAP vs FROG
+335.2%
-185.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.9% |
| 7D | +7.2% | +12.5% | -5.3% | +5.3% |
| 30D | -18.4% | +23.5% | -41.9% | -21.4% |
| 3M | -11.3% | +19.4% | -30.7% | -14.5% |
| 6M | +53.8% | +77.0% | -23.2% | +39.3% |
| YTD | +72.0% | +81.9% | -9.9% | +53.0% |
| 1Y | +68.0% | +90.7% | -22.6% | +48.3% |
| 3Y | +149.5% | +328.5% | -179.0% | +89.2% |
| All | +149.5% | +335.2% | -185.8% | +89.2% |
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