+77.7%
FROG vs NVDX
+10.0%
+67.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +6.0% | +2.4% |
| 7D | -2.2% | -8.6% | +6.5% | -0.5% |
| 30D | +3.0% | -1.4% | +4.4% | +3.0% |
| 3M | +10.3% | +10.6% | -0.3% | +7.4% |
| 6M | +116.7% | +20.2% | +96.5% | +104.3% |
| YTD | +41.9% | +11.8% | +30.1% | +33.9% |
| All | +77.7% | +10.0% | +67.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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