+3.0%
BA vs FROG
+4.7%
-1.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.6% | +11.0% | -0.6% |
| 7D | -0.1% | -24.5% | +24.4% | +3.7% |
| 30D | -9.1% | -24.3% | +15.1% | -6.0% |
| 3M | -28.2% | -11.7% | -16.5% | -27.7% |
| 6M | -23.1% | +37.1% | -60.3% | -28.4% |
| YTD | -20.6% | +19.5% | -40.0% | -25.6% |
| 1Y | -12.7% | +61.8% | -74.5% | -23.2% |
| 3Y | -11.6% | +178.1% | -189.7% | -33.0% |
| 5Y | -23.1% | +91.2% | -114.4% | -42.6% |
| All | +3.0% | +4.7% | -1.7% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling