+45.2%
NU vs FROG
+159.8%
-114.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.4% |
| 7D | -2.6% | -4.8% | +2.2% | -1.2% |
| 30D | +8.2% | -0.9% | +9.2% | +7.9% |
| 3M | +26.3% | +7.5% | +18.8% | +21.6% |
| 6M | +2.2% | +107.0% | -104.8% | -23.2% |
| YTD | -10.4% | +39.8% | -50.2% | -25.1% |
| 1Y | -3.0% | +74.8% | -77.8% | -27.8% |
| 3Y | +120.3% | +219.3% | -99.0% | +0.9% |
| All | +45.2% | +159.8% | -114.6% | -33.6% |
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 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