+177.8%
FROG vs NWSA
+17.3%
+160.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.4% |
| 7D | +17.0% | -9.7% | +26.7% | +24.8% |
| 30D | +1.3% | -8.6% | +9.9% | +7.0% |
| 3M | +17.5% | -6.3% | +23.8% | +22.1% |
| 6M | +46.8% | -1.2% | +48.0% | +45.5% |
| YTD | +65.8% | +2.6% | +63.1% | +59.3% |
| 1Y | +61.0% | 0.0% | +61.0% | +57.4% |
| 3Y | +296.7% | +30.1% | +266.7% | +222.5% |
| 5Y | +177.8% | +18.3% | +159.5% | +134.1% |
| All | +177.8% | +17.3% | +160.5% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling