+3.5%
BA vs FROG
+41.7%
-38.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +35.3% | -34.8% | -4.2% |
| 7D | +1.1% | +7.0% | -5.9% | -0.7% |
| 30D | -7.9% | +2.9% | -10.8% | -9.3% |
| 3M | -25.3% | +21.6% | -46.9% | -28.6% |
| 6M | -24.6% | +87.7% | -112.2% | -33.2% |
| YTD | -20.1% | +61.7% | -81.8% | -28.8% |
| 1Y | -11.8% | +113.7% | -125.4% | -25.7% |
| 3Y | -10.1% | +267.7% | -277.9% | -34.8% |
| 5Y | -22.7% | +158.8% | -181.5% | -45.0% |
| All | +3.5% | +41.7% | -38.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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