+52.0%
NVO vs FROG
+21.7%
+30.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | +0.1% | -5.5% | +5.6% | +0.4% |
| 30D | -3.2% | -3.1% | -0.1% | -3.2% |
| 3M | +11.5% | +1.2% | +10.3% | +11.0% |
| 6M | +22.9% | +113.7% | -90.8% | +15.6% |
| YTD | -6.8% | +38.9% | -45.7% | -10.4% |
| 1Y | -12.6% | +72.0% | -84.6% | -17.2% |
| 3Y | -49.6% | +217.1% | -266.7% | -55.0% |
| 5Y | +0.6% | +130.6% | -130.0% | -10.7% |
| All | +52.0% | +21.7% | +30.3% | +38.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling