+404.7%
FROG vs NVDX
+357.5%
+47.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.7% | +3.4% |
| 7D | +12.5% | -24.7% | +37.2% | +17.4% |
| 30D | +23.5% | -48.2% | +71.7% | +36.8% |
| 3M | +19.4% | -51.9% | +71.3% | +33.2% |
| 6M | +77.0% | -55.6% | +132.7% | +97.8% |
| YTD | +81.9% | -41.5% | +123.4% | +93.0% |
| 1Y | +90.7% | -44.0% | +134.7% | +102.9% |
| 3Y | +328.5% | +262.2% | +66.3% | +161.1% |
| All | +404.7% | +357.5% | +47.1% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling