+18.0%
BAC vs FROG
+160.8%
-142.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +35.3% | -36.0% | -3.6% |
| 7D | -1.2% | +7.0% | -8.2% | -2.1% |
| 30D | -7.7% | +2.9% | -10.5% | -8.4% |
| 3M | -21.2% | +21.6% | -42.8% | -23.3% |
| 6M | -6.8% | +87.7% | -94.5% | -14.0% |
| YTD | -8.7% | +61.7% | -70.4% | -15.3% |
| 1Y | -5.3% | +113.7% | -119.0% | -15.7% |
| 3Y | +87.4% | +267.7% | -180.3% | +48.9% |
| All | +18.0% | +160.8% | -142.8% | -7.1% |
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