-10.8%
NVTS vs FROG
+83.7%
-94.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.4% | +11.4% | +9.7% |
| 7D | -0.3% | -14.1% | +13.7% | +3.8% |
| 30D | -24.4% | -11.8% | -12.6% | -21.7% |
| 3M | -26.5% | +0.1% | -26.6% | -26.5% |
| 6M | -41.4% | +64.2% | -105.6% | -47.4% |
| YTD | +30.7% | +38.2% | -7.6% | +12.0% |
| 1Y | -10.8% | +85.4% | -96.2% | -21.8% |
| All | -10.8% | +83.7% | -94.5% | -21.8% |
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