+35.2%
FROG vs NWSA
+107.2%
-72.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.4% |
| 7D | -11.3% | -1.9% | -9.4% | -10.4% |
| 30D | +3.6% | +4.6% | -0.9% | +1.1% |
| 3M | +1.7% | +13.2% | -11.6% | -5.5% |
| 6M | +123.5% | +27.0% | +96.5% | +94.9% |
| YTD | +40.2% | +16.8% | +23.4% | +27.5% |
| 1Y | +81.0% | +4.5% | +76.5% | +74.3% |
| 3Y | +194.8% | +46.2% | +148.5% | +139.0% |
| 5Y | +131.8% | +40.9% | +90.9% | +83.8% |
| All | +35.2% | +107.2% | -72.0% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling