+78.5%
FROG vs NWSA
+1.3%
+77.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | -2.2% | -4.8% | +2.6% | +0.2% |
| 30D | +3.0% | +3.0% | 0.0% | +1.7% |
| 3M | +10.3% | +9.3% | +1.0% | +4.1% |
| 6M | +116.7% | +23.2% | +93.5% | +85.7% |
| YTD | +41.9% | +13.3% | +28.6% | +32.2% |
| 1Y | +78.5% | +2.9% | +75.6% | +64.8% |
| All | +78.5% | +1.3% | +77.2% | +64.8% |
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