+493.8%
NUE vs FROG
+24.4%
+469.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.1% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | -6.1% | +3.0% | -9.0% | -6.4% |
| 3M | +2.2% | +10.3% | -8.1% | +1.0% |
| 6M | +50.8% | +116.7% | -65.9% | +40.0% |
| YTD | +57.5% | +41.9% | +15.6% | +50.7% |
| 1Y | +82.5% | +78.5% | +4.0% | +69.7% |
| 3Y | +61.7% | +224.1% | -162.4% | +39.6% |
| 5Y | +145.1% | +142.4% | +2.7% | +102.3% |
| All | +493.8% | +24.4% | +469.4% | +385.5% |
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