+430.1%
NTRA vs FROG
+21.7%
+408.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +1.1% | -5.5% | +6.6% | +2.7% |
| 30D | +0.6% | -3.1% | +3.7% | +0.8% |
| 3M | +51.8% | +1.2% | +50.6% | +49.5% |
| 6M | +63.6% | +113.7% | -50.1% | +24.9% |
| YTD | +41.5% | +38.9% | +2.6% | +20.9% |
| 1Y | +93.6% | +72.0% | +21.7% | +51.1% |
| 3Y | +498.0% | +217.1% | +280.9% | +222.4% |
| 5Y | +172.5% | +130.6% | +41.9% | +49.3% |
| All | +430.1% | +21.7% | +408.4% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling