-99.2%
NVD vs FROG
+222.8%
-322.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.1% |
| 7D | +0.5% | -4.8% | +5.3% | -1.2% |
| 30D | -9.3% | -0.9% | -8.3% | -8.3% |
| 3M | -22.1% | +7.5% | -29.5% | -18.3% |
| 6M | -45.8% | +107.0% | -152.8% | -25.1% |
| YTD | -46.7% | +39.8% | -86.5% | -36.3% |
| 1Y | -59.5% | +74.8% | -134.3% | -45.2% |
| 3Y | -99.2% | +219.3% | -318.4% | -98.2% |
| All | -99.2% | +222.8% | -322.0% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling