-99.2%
NVD vs FROG
+223.8%
-323.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -2.5% |
| 7D | -11.1% | -11.3% | +0.2% | -14.7% |
| 30D | -13.3% | +3.6% | -16.9% | -10.7% |
| 3M | -19.8% | +1.7% | -21.5% | -17.4% |
| 6M | -48.8% | +123.5% | -172.3% | -27.1% |
| YTD | -49.7% | +40.2% | -89.9% | -39.7% |
| 1Y | -61.4% | +81.0% | -142.4% | -46.9% |
| 3Y | -99.1% | +194.8% | -293.9% | -98.2% |
| All | -99.2% | +223.8% | -323.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling