-42.8%
NVTS vs FROG
+192.7%
-235.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.8% | +1.6% | +4.7% |
| 7D | +7.9% | +26.8% | -18.9% | -4.6% |
| 30D | +0.8% | +10.6% | -9.8% | -4.8% |
| 3M | -26.0% | +27.2% | -53.1% | -35.8% |
| 6M | -55.5% | +58.7% | -114.2% | -65.9% |
| YTD | +41.0% | +75.3% | -34.3% | -2.5% |
| 1Y | +10.4% | +71.1% | -60.7% | -22.9% |
| 3Y | +60.9% | +319.6% | -258.7% | -45.7% |
| 5Y | -42.8% | +195.7% | -238.4% | -79.3% |
| All | -42.8% | +192.7% | -235.4% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling