+2,490.2%
NVDL vs FROG
+248.7%
+2,241.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | -10.3% | -0.5% | -9.8% | -10.2% |
| 30D | -7.1% | +1.3% | -8.4% | -7.5% |
| 3M | +6.6% | +11.1% | -4.5% | +0.9% |
| 6M | +21.1% | +108.3% | -87.3% | -12.2% |
| YTD | +15.2% | +39.6% | -24.4% | -4.6% |
| 1Y | +18.8% | +74.7% | -56.0% | -13.4% |
| 3Y | +649.9% | +224.1% | +425.8% | +276.4% |
| All | +2,490.2% | +248.7% | +2,241.4% | +1,161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling