+2.4%
BA vs FROG
+59.4%
-57.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | -1.1% | +12.5% | -13.6% | -2.7% |
| 30D | -7.1% | +23.5% | -30.7% | -10.8% |
| 3M | -25.5% | +19.4% | -44.9% | -28.4% |
| 6M | -28.7% | +77.0% | -105.7% | -35.9% |
| YTD | -21.0% | +81.9% | -102.9% | -30.7% |
| 1Y | -11.9% | +90.7% | -102.5% | -23.4% |
| 3Y | -16.2% | +328.5% | -344.7% | -40.6% |
| 5Y | -22.4% | +207.0% | -229.4% | -45.9% |
| All | +2.4% | +59.4% | -57.0% | -26.2% |
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