+2.9%
BA vs FROG
+51.8%
-48.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -1.5% |
| 7D | -1.7% | +27.1% | -28.8% | -5.6% |
| 30D | -9.5% | +5.8% | -15.3% | -11.1% |
| 3M | -26.5% | +20.8% | -47.3% | -29.5% |
| 6M | -27.4% | +53.3% | -80.7% | -33.3% |
| YTD | -20.6% | +73.2% | -93.8% | -29.8% |
| 1Y | -11.4% | +80.3% | -91.7% | -22.5% |
| 3Y | -10.8% | +318.3% | -329.2% | -36.7% |
| 5Y | -21.9% | +179.9% | -201.8% | -45.0% |
| All | +2.9% | +51.8% | -48.9% | -25.3% |
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