-98.5%
NVD vs FROG
+319.6%
-418.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.8% | -11.5% | -3.8% |
| 7D | +27.3% | +26.8% | +0.5% | +41.6% |
| 30D | +59.9% | +10.6% | +49.4% | +72.0% |
| 3M | +39.4% | +27.2% | +12.2% | +59.5% |
| 6M | +27.6% | +58.7% | -31.1% | +60.4% |
| YTD | -17.9% | +75.3% | -93.2% | +9.7% |
| 1Y | -14.5% | +71.1% | -85.5% | +13.8% |
| All | -98.5% | +319.6% | -418.1% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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