+129.4%
NVT vs FROG
+335.2%
-205.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.2% |
| 7D | +8.0% | +12.5% | -4.5% | +5.8% |
| 30D | -24.8% | +23.5% | -48.3% | -28.0% |
| 3M | -32.4% | +19.4% | -51.8% | -35.2% |
| 6M | -33.5% | +77.0% | -110.5% | -40.2% |
| YTD | +13.2% | +81.9% | -68.7% | -0.6% |
| 1Y | +9.0% | +90.7% | -81.7% | -5.3% |
| 3Y | +129.4% | +328.5% | -199.1% | +56.0% |
| All | +129.4% | +335.2% | -205.9% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling