+113.0%
NVTS vs FROG
+83.7%
+29.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.3% | +9.6% | +7.2% |
| 7D | +2.7% | -11.3% | +14.0% | +6.0% |
| 30D | -4.5% | +3.6% | -8.1% | -5.4% |
| 3M | -61.5% | +1.7% | -63.2% | -61.7% |
| 6M | +28.0% | +123.5% | -95.5% | +7.1% |
| YTD | +65.3% | +40.2% | +25.0% | +42.1% |
| 1Y | +113.0% | +81.0% | +32.0% | +99.9% |
| All | +113.0% | +83.7% | +29.3% | +99.9% |
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 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