-99.2%
NVD vs FROG
+202.6%
-301.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.5% |
| 7D | -7.7% | -5.5% | -2.2% | -9.5% |
| 30D | -5.8% | -3.1% | -2.7% | -5.5% |
| 3M | -23.2% | +1.2% | -24.4% | -21.1% |
| 6M | -49.7% | +113.7% | -163.4% | -29.6% |
| YTD | -47.7% | +38.9% | -86.5% | -37.6% |
| 1Y | -61.3% | +72.0% | -133.3% | -48.1% |
| 3Y | -99.2% | +217.1% | -316.3% | -98.3% |
| All | -99.2% | +202.6% | -301.8% | -98.3% |
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