+818.9%
NVT vs FROG
+22.9%
+795.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.0% |
| 7D | +5.1% | -11.3% | +16.4% | +6.5% |
| 30D | -3.7% | +3.6% | -7.4% | -4.3% |
| 3M | -10.1% | +1.7% | -11.8% | -10.8% |
| 6M | +37.5% | +123.5% | -86.1% | +23.6% |
| YTD | +53.7% | +40.2% | +13.5% | +44.5% |
| 1Y | +70.9% | +81.0% | -10.1% | +54.8% |
| 3Y | +180.4% | +194.8% | -14.4% | +134.6% |
| 5Y | +393.5% | +131.8% | +261.7% | +299.2% |
| All | +818.9% | +22.9% | +795.9% | +655.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling