+87.4%
BAC vs FROG
+274.0%
-186.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +35.3% | -36.0% | -2.4% |
| 7D | -1.2% | +7.0% | -8.2% | -1.7% |
| 30D | -7.7% | +2.9% | -10.5% | -8.0% |
| 3M | -21.2% | +21.6% | -42.8% | -22.4% |
| 6M | -6.8% | +87.7% | -94.5% | -11.4% |
| YTD | -8.7% | +61.7% | -70.4% | -12.8% |
| 1Y | -5.3% | +113.7% | -119.0% | -12.5% |
| 3Y | +87.4% | +267.7% | -180.3% | +53.0% |
| All | +87.4% | +274.0% | -186.6% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling