+34.8%
FROG vs NWSA
+102.6%
-67.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.8% | -3.1% | -1.7% | -3.3% |
| 30D | -0.9% | +4.3% | -5.2% | -3.0% |
| 3M | +7.5% | +9.2% | -1.8% | +1.8% |
| 6M | +107.0% | +21.6% | +85.4% | +84.6% |
| YTD | +39.8% | +14.2% | +25.6% | +28.5% |
| 1Y | +74.8% | +1.8% | +73.1% | +70.7% |
| 3Y | +219.3% | +44.4% | +174.8% | +160.5% |
| 5Y | +133.0% | +41.0% | +92.0% | +86.6% |
| All | +34.8% | +102.6% | -67.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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