-7.8%
NVTS vs FROG
+147.5%
-155.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.3% | +9.6% | +7.9% |
| 7D | +2.7% | -11.3% | +14.0% | +8.5% |
| 30D | -4.5% | +3.6% | -8.1% | -6.8% |
| 3M | -61.5% | +1.7% | -63.2% | -62.1% |
| 6M | +28.0% | +123.5% | -95.5% | -16.2% |
| YTD | +65.3% | +40.2% | +25.0% | +30.0% |
| 1Y | +113.0% | +81.0% | +32.0% | +41.0% |
| 3Y | +34.7% | +194.8% | -160.0% | -42.6% |
| All | -7.8% | +147.5% | -155.3% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling