+244.4%
NXT vs FROG
+350.8%
-106.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +35.3% | -30.0% | +0.2% |
| 7D | +32.2% | +7.0% | +25.3% | +29.7% |
| 30D | +21.9% | +2.9% | +19.0% | +20.2% |
| 3M | +6.6% | +21.6% | -15.0% | +2.1% |
| 6M | -16.8% | +87.7% | -104.5% | -25.8% |
| YTD | +20.4% | +61.7% | -41.2% | +8.5% |
| 1Y | -1.5% | +113.7% | -115.2% | -17.1% |
| 3Y | +182.4% | +267.7% | -85.4% | +93.5% |
| All | +244.4% | +350.8% | -106.4% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling