+437.9%
NTRA vs FROG
+22.3%
+415.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.3% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +4.1% | +1.3% | +2.8% | +2.9% |
| 3M | +50.0% | +11.1% | +39.0% | +44.0% |
| 6M | +67.3% | +108.3% | -41.0% | +28.8% |
| YTD | +43.6% | +39.6% | +4.0% | +22.5% |
| 1Y | +89.2% | +74.7% | +14.5% | +46.9% |
| 3Y | +502.5% | +224.1% | +278.5% | +221.8% |
| 5Y | +173.8% | +138.4% | +35.4% | +48.7% |
| All | +437.9% | +22.3% | +415.6% | +225.0% |
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