+36.8%
FROG vs NVMI
+641.6%
-604.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.1% |
| 7D | -2.2% | +3.8% | -5.9% | -3.4% |
| 30D | +3.0% | -7.6% | +10.5% | +5.3% |
| 3M | +10.3% | -28.0% | +38.3% | +19.3% |
| 6M | +116.7% | -15.3% | +132.0% | +118.2% |
| YTD | +41.9% | +11.5% | +30.5% | +27.4% |
| 1Y | +78.5% | +31.6% | +46.9% | +49.0% |
| 3Y | +224.1% | +207.0% | +17.2% | +64.5% |
| 5Y | +142.4% | +262.8% | -120.4% | +10.6% |
| All | +36.8% | +641.6% | -604.7% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling