+486.5%
NUE vs FROG
+59.4%
+427.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.2% | -3.6% |
| 7D | +2.8% | +12.5% | -9.7% | +1.9% |
| 30D | -2.1% | +23.5% | -25.6% | -4.0% |
| 3M | -7.3% | +19.4% | -26.7% | -9.1% |
| 6M | +8.9% | +77.0% | -68.1% | +3.1% |
| YTD | +55.6% | +81.9% | -26.3% | +45.4% |
| 1Y | +74.7% | +90.7% | -16.0% | +62.3% |
| 3Y | +71.7% | +328.5% | -256.9% | +44.7% |
| 5Y | +141.2% | +207.0% | -65.8% | +94.4% |
| All | +486.5% | +59.4% | +427.1% | +368.4% |
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