+48.8%
NU vs FROG
+160.6%
-111.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.0% |
| 7D | +7.5% | -11.3% | +18.8% | +11.3% |
| 30D | +6.1% | +3.6% | +2.5% | +4.2% |
| 3M | +26.8% | +1.7% | +25.1% | +24.1% |
| 6M | +2.5% | +123.5% | -121.1% | -25.1% |
| YTD | -8.2% | +40.2% | -48.4% | -23.3% |
| 1Y | +3.4% | +81.0% | -77.6% | -24.2% |
| 3Y | +116.2% | +194.8% | -78.6% | +5.0% |
| All | +48.8% | +160.6% | -111.8% | -32.1% |
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