+9.8%
BAX vs FROG
+83.7%
-74.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.1% |
| 7D | -1.1% | -11.3% | +10.1% | -0.9% |
| 30D | -5.5% | +3.6% | -9.1% | -5.6% |
| 3M | +33.5% | +1.7% | +31.9% | +33.2% |
| 6M | +35.9% | +123.5% | -87.7% | +35.9% |
| YTD | +35.4% | +40.2% | -4.9% | +34.5% |
| 1Y | +9.8% | +81.0% | -71.2% | +6.7% |
| All | +9.8% | +83.7% | -74.0% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling