+71.4%
BAC vs FROG
+129.7%
-58.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.3% | +0.2% |
| 7D | +1.1% | -11.3% | +12.4% | +2.1% |
| 30D | -0.4% | +3.6% | -4.0% | -1.0% |
| 3M | +16.9% | +1.7% | +15.2% | +16.0% |
| 6M | +26.6% | +123.5% | -96.9% | +14.6% |
| YTD | +15.8% | +40.2% | -24.5% | +9.5% |
| 1Y | +27.2% | +81.0% | -53.8% | +15.7% |
| 3Y | +132.4% | +194.8% | -62.3% | +90.0% |
| All | +71.4% | +129.7% | -58.2% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling