+28.0%
NU vs FROG
+238.0%
-210.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.7% | +9.0% | +11.0% |
| 7D | +9.9% | +12.5% | -2.6% | +6.3% |
| 30D | -11.5% | +23.5% | -35.0% | -18.4% |
| 3M | -5.1% | +19.4% | -24.5% | -12.2% |
| 6M | +3.1% | +77.0% | -73.9% | -17.2% |
| YTD | -21.0% | +81.9% | -102.9% | -40.2% |
| 1Y | -15.2% | +90.7% | -105.9% | -37.3% |
| 3Y | +56.4% | +328.5% | -272.1% | -35.4% |
| All | +28.0% | +238.0% | -210.0% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling