-63.8%
BAX vs FROG
+45.3%
-109.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.2% |
| 7D | +3.6% | +17.0% | -13.4% | +2.6% |
| 30D | +8.5% | +1.3% | +7.2% | +8.0% |
| 3M | -4.9% | +17.5% | -22.3% | -6.1% |
| 6M | +47.0% | +46.8% | +0.2% | +43.0% |
| YTD | +38.4% | +65.8% | -27.3% | +33.1% |
| 1Y | +49.1% | +61.0% | -11.9% | +43.5% |
| 3Y | -14.9% | +296.7% | -311.6% | -23.7% |
| 5Y | -63.1% | +177.8% | -241.0% | -67.5% |
| All | -63.8% | +45.3% | -109.1% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling