+180.7%
NVT vs FROG
+219.3%
-38.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +7.0% | -4.8% | +11.8% | +7.7% |
| 30D | -2.3% | -0.9% | -1.4% | -2.4% |
| 3M | -3.1% | +7.5% | -10.5% | -4.7% |
| 6M | +47.0% | +107.0% | -60.0% | +29.4% |
| YTD | +56.2% | +39.8% | +16.4% | +44.4% |
| 1Y | +74.5% | +74.8% | -0.3% | +53.7% |
| All | +180.7% | +219.3% | -38.5% | +114.0% |
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