+62.5%
NLY vs FROG
+218.8%
-156.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -4.0% | -0.5% | -3.5% | -4.0% |
| 30D | -5.2% | +1.3% | -6.6% | -5.4% |
| 3M | +2.8% | +11.1% | -8.3% | +1.8% |
| 6M | +4.2% | +108.3% | -104.1% | -2.4% |
| YTD | +4.7% | +39.6% | -34.9% | +0.8% |
| 1Y | +12.7% | +74.7% | -62.0% | +5.6% |
| 3Y | +62.5% | +224.1% | -161.5% | +23.3% |
| All | +62.5% | +218.8% | -156.2% | +23.3% |
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 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