+22.5%
NXT vs FROG
+73.6%
-51.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +2.9% | -5.5% | +8.4% | +3.1% |
| 30D | -17.2% | -3.1% | -14.1% | -17.1% |
| 3M | -32.0% | +1.2% | -33.2% | -32.0% |
| 6M | -15.8% | +113.7% | -129.4% | -14.9% |
| YTD | -1.9% | +38.9% | -40.8% | +0.1% |
| 1Y | +22.5% | +72.0% | -49.5% | +29.5% |
| All | +22.5% | +73.6% | -51.1% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling