+413.7%
NVT vs FROG
+132.7%
+281.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.7% |
| YTD | +56.2% | +39.8% | +16.4% | +44.4% |
| 1Y | +74.5% | +74.8% | -0.3% | +54.3% |
| 3Y | +184.0% | +219.3% | -35.3% | +119.1% |
| All | +413.7% | +132.7% | +281.0% | +296.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling