+497.4%
NTRA vs FROG
+224.1%
+273.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | -0.5% | -2.2% | +1.7% | -0.2% |
| 30D | +4.3% | +3.0% | +1.3% | +3.6% |
| 3M | +50.6% | +10.3% | +40.3% | +48.2% |
| 6M | +63.9% | +116.7% | -52.8% | +45.5% |
| YTD | +42.4% | +41.9% | +0.4% | +32.8% |
| 1Y | +92.1% | +78.5% | +13.6% | +72.7% |
| All | +497.4% | +224.1% | +273.3% | +317.1% |
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