+180.5%
NXT vs FROG
+287.2%
-106.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +2.9% | -5.5% | +8.4% | +3.7% |
| 30D | -17.2% | -3.1% | -14.1% | -17.0% |
| 3M | -32.0% | +1.2% | -33.2% | -32.5% |
| 6M | -15.8% | +113.7% | -129.4% | -26.0% |
| YTD | -1.9% | +38.9% | -40.8% | -8.5% |
| 1Y | +22.5% | +72.0% | -49.5% | +8.3% |
| 3Y | +100.5% | +217.1% | -116.6% | +39.4% |
| All | +180.5% | +287.2% | -106.7% | +92.6% |
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 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