+293.8%
FROG vs NVDX
+774.9%
-481.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +6.0% | +2.2% |
| 7D | -2.2% | -8.6% | +6.5% | -0.9% |
| 30D | +3.0% | -1.4% | +4.4% | +3.1% |
| 3M | +10.3% | +10.6% | -0.3% | +7.8% |
| 6M | +116.7% | +20.2% | +96.5% | +107.8% |
| YTD | +41.9% | +11.8% | +30.1% | +36.4% |
| 1Y | +78.5% | +12.9% | +65.6% | +69.9% |
| All | +293.8% | +774.9% | -481.0% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling