+41.5%
NU vs FROG
+159.4%
-117.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.2% |
| 7D | -4.9% | -0.5% | -4.4% | -4.7% |
| 30D | +7.8% | +1.3% | +6.5% | +6.7% |
| 3M | +20.9% | +11.1% | +9.8% | +15.3% |
| 6M | +0.9% | +108.3% | -107.4% | -24.3% |
| YTD | -12.7% | +39.6% | -52.2% | -26.9% |
| 1Y | -6.4% | +74.7% | -81.1% | -30.3% |
| 3Y | +98.1% | +224.1% | -126.0% | -10.2% |
| All | +41.5% | +159.4% | -117.9% | -35.3% |
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 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