+105.7%
NVTS vs FROG
+73.7%
+31.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | +3.5% | -4.8% | +8.3% | +4.8% |
| 30D | -11.9% | -0.9% | -11.0% | -11.9% |
| 3M | -49.2% | +7.5% | -56.7% | -50.1% |
| 6M | +38.4% | +107.0% | -68.6% | +16.8% |
| YTD | +62.5% | +39.8% | +22.7% | +39.7% |
| All | +105.7% | +73.7% | +31.9% | +98.5% |
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 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