+212.0%
NXT vs FROG
+407.1%
-195.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.1% |
| 7D | -9.4% | +12.5% | -21.9% | -11.0% |
| 30D | +15.1% | +23.5% | -8.4% | +10.4% |
| 3M | -9.1% | +19.4% | -28.5% | -12.6% |
| 6M | -30.3% | +77.0% | -107.3% | -37.1% |
| YTD | +9.1% | +81.9% | -72.8% | -3.4% |
| 1Y | +7.9% | +90.7% | -82.8% | -5.6% |
| 3Y | +176.5% | +328.5% | -152.0% | +84.6% |
| All | +212.0% | +407.1% | -195.2% | +103.3% |
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