-3.1%
BAC vs FROG
+70.9%
-74.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +0.3% |
| 7D | +2.1% | +17.0% | -15.0% | +2.1% |
| 30D | -6.7% | +1.3% | -8.0% | -6.7% |
| 3M | -20.2% | +17.5% | -37.7% | -20.1% |
| 6M | -0.2% | +46.8% | -47.0% | -0.2% |
| YTD | -6.4% | +65.8% | -72.2% | -7.2% |
| 1Y | -3.1% | +61.0% | -64.1% | -3.8% |
| All | -3.1% | +70.9% | -74.0% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling