+99.7%
NXT vs FROG
+206.6%
-106.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.7% |
| 7D | -1.1% | -11.3% | +10.2% | +0.6% |
| 30D | -15.3% | +3.6% | -19.0% | -16.0% |
| 3M | -43.8% | +1.7% | -45.5% | -44.2% |
| 6M | -18.7% | +123.5% | -142.2% | -29.2% |
| YTD | -3.0% | +40.2% | -43.2% | -9.6% |
| 1Y | +22.7% | +81.0% | -58.3% | +7.0% |
| All | +99.7% | +206.6% | -106.9% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling