+17.1%
NXPI vs FROG
+129.7%
-112.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.0% |
| 7D | +1.9% | -11.3% | +13.2% | +4.4% |
| 30D | -1.4% | +3.6% | -5.1% | -2.6% |
| 3M | -29.1% | +1.7% | -30.7% | -30.1% |
| 6M | +6.2% | +123.5% | -117.3% | -14.2% |
| YTD | +5.9% | +40.2% | -34.4% | -6.1% |
| 1Y | +2.9% | +81.0% | -78.1% | -15.8% |
| 3Y | +14.5% | +194.8% | -180.3% | -25.2% |
| All | +17.1% | +129.7% | -112.6% | -18.2% |
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 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