+22.6%
BAC vs FROG
+207.6%
-185.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.8% |
| 7D | +3.2% | +12.5% | -9.3% | +2.2% |
| 30D | -0.7% | +23.5% | -24.3% | -3.0% |
| 3M | -20.0% | +19.4% | -39.4% | -21.8% |
| 6M | +3.4% | +77.0% | -73.6% | -3.4% |
| YTD | -5.7% | +81.9% | -87.6% | -13.4% |
| 1Y | -1.4% | +90.7% | -92.1% | -10.1% |
| 3Y | +97.9% | +328.5% | -230.6% | +54.6% |
| All | +22.6% | +207.6% | -185.1% | -4.7% |
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