+125.1%
NU vs FROG
+202.6%
-77.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +6.0% | -5.5% | +11.5% | +6.7% |
| 30D | +10.8% | -3.1% | +13.9% | +11.0% |
| 3M | +32.2% | +1.2% | +30.9% | +31.4% |
| 6M | +5.1% | +113.7% | -108.5% | -4.7% |
| YTD | -8.4% | +38.9% | -47.3% | -13.1% |
| 1Y | +0.7% | +72.0% | -71.3% | -8.0% |
| 3Y | +125.1% | +217.1% | -92.0% | +94.6% |
| All | +125.1% | +202.6% | -77.5% | +94.6% |
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