+75.3%
FROG vs NVMI
+544.0%
-468.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.7% |
| 7D | +12.5% | +1.5% | +11.0% | +12.0% |
| 30D | +23.5% | -4.1% | +27.6% | +25.9% |
| 3M | +19.4% | -22.8% | +42.1% | +28.7% |
| 6M | +77.0% | -36.9% | +113.9% | +96.7% |
| YTD | +81.9% | -3.2% | +85.1% | +70.3% |
| 1Y | +90.7% | +7.1% | +83.6% | +71.8% |
| 3Y | +328.5% | +181.5% | +147.0% | +121.3% |
| 5Y | +207.0% | +141.2% | +65.8% | +63.5% |
| All | +75.3% | +544.0% | -468.6% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling