-9.4%
NVTS vs FROG
+146.7%
-156.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.7% |
| 7D | +3.5% | -4.8% | +8.3% | +5.7% |
| 30D | -11.9% | -0.9% | -11.0% | -12.4% |
| 3M | -49.2% | +7.5% | -56.7% | -51.4% |
| 6M | +38.4% | +107.0% | -68.6% | -5.9% |
| YTD | +62.5% | +39.8% | +22.7% | +27.9% |
| 1Y | +101.4% | +74.8% | +26.6% | +36.0% |
| 3Y | +40.4% | +219.3% | -178.8% | -43.5% |
| All | -9.4% | +146.7% | -156.0% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling