+131.1%
NTAP vs FROG
+129.7%
+1.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.6% |
| 7D | -0.8% | -11.3% | +10.5% | +1.1% |
| 30D | -0.5% | +3.6% | -4.2% | -1.5% |
| 3M | +4.1% | +1.7% | +2.4% | +2.9% |
| 6M | +88.0% | +123.5% | -35.6% | +63.5% |
| YTD | +75.6% | +40.2% | +35.3% | +62.0% |
| 1Y | +58.9% | +81.0% | -22.1% | +39.5% |
| 3Y | +153.6% | +194.8% | -41.2% | +95.8% |
| All | +131.1% | +129.7% | +1.4% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling