+71.1%
FROG vs NWSA
+1.1%
+70.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +4.9% | +5.4% |
| 7D | +26.8% | -12.2% | +39.0% | +33.6% |
| 30D | +10.6% | -8.7% | +19.3% | +15.4% |
| 3M | +27.2% | -6.0% | +33.2% | +32.1% |
| 6M | +58.7% | -0.3% | +59.0% | +60.2% |
| YTD | +75.3% | +3.5% | +71.8% | +77.7% |
| 1Y | +71.1% | +0.8% | +70.3% | +75.9% |
| All | +71.1% | +1.1% | +70.0% | +75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling