+177.4%
NXT vs FROG
+291.1%
-113.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| 3M | -43.8% | +1.7% | -45.5% | -44.2% |
| 6M | -18.7% | +123.5% | -142.2% | -29.0% |
| YTD | -3.0% | +40.2% | -43.2% | -9.6% |
| 1Y | +22.7% | +81.0% | -58.3% | +7.3% |
| 3Y | +95.9% | +194.8% | -98.8% | +37.4% |
| All | +177.4% | +291.1% | -113.7% | +90.2% |
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