+70.8%
NVT vs FROG
+74.0%
-3.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.8% |
| 7D | +4.1% | -0.5% | +4.5% | +4.1% |
| 30D | -5.1% | +1.3% | -6.5% | -5.3% |
| 3M | -1.2% | +11.1% | -12.3% | -2.4% |
| 6M | +46.6% | +108.3% | -61.7% | +36.5% |
| YTD | +60.0% | +39.6% | +20.4% | +51.7% |
| 1Y | +70.8% | +74.7% | -4.0% | +58.7% |
| All | +70.8% | +74.0% | -3.2% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling