-6.3%
NVTS vs FROG
+145.0%
-151.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | +9.7% | -5.5% | +15.2% | +12.5% |
| 30D | -13.6% | -3.1% | -10.5% | -13.1% |
| 3M | -51.0% | +1.2% | -52.2% | -51.7% |
| 6M | +46.3% | +113.7% | -67.3% | -2.0% |
| YTD | +68.1% | +38.9% | +29.2% | +32.8% |
| 1Y | +113.9% | +72.0% | +41.9% | +45.7% |
| 3Y | +45.3% | +217.1% | -171.8% | -41.4% |
| All | -6.3% | +145.0% | -151.3% | -63.0% |
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