+138.8%
FROG vs NVMI
+270.8%
-132.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +0.9% |
| 7D | -4.8% | +6.9% | -11.7% | -6.7% |
| 30D | -0.9% | -2.8% | +1.9% | -0.2% |
| 3M | +7.5% | -27.3% | +34.8% | +15.5% |
| 6M | +107.0% | -13.7% | +120.7% | +107.2% |
| YTD | +39.8% | +13.8% | +26.0% | +25.0% |
| 1Y | +74.8% | +34.9% | +40.0% | +45.3% |
| 3Y | +219.3% | +213.5% | +5.7% | +58.8% |
| All | +138.8% | +270.8% | -132.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling