+135.1%
BAC vs FROG
+198.7%
-63.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +0.1% |
| 7D | +1.1% | -11.3% | +12.4% | +1.8% |
| 30D | -0.4% | +3.6% | -4.0% | -0.9% |
| 3M | +16.9% | +1.7% | +15.2% | +16.2% |
| 6M | +26.6% | +123.5% | -96.9% | +17.1% |
| YTD | +15.8% | +40.2% | -24.5% | +11.1% |
| 1Y | +27.2% | +81.0% | -53.8% | +17.9% |
| All | +135.1% | +198.7% | -63.6% | +84.9% |
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