-66.0%
BAX vs FROG
+21.7%
-87.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.7% |
| 7D | -2.4% | -5.5% | +3.1% | -2.2% |
| 30D | -9.7% | -3.1% | -6.6% | -9.7% |
| 3M | +29.3% | +1.2% | +28.0% | +28.8% |
| 6M | +40.7% | +113.7% | -73.0% | +34.7% |
| YTD | +30.3% | +38.9% | -8.6% | +26.9% |
| 1Y | +3.4% | +72.0% | -68.6% | -0.9% |
| 3Y | -32.0% | +217.1% | -249.1% | -38.3% |
| 5Y | -66.9% | +130.6% | -197.5% | -70.5% |
| All | -66.0% | +21.7% | -87.7% | -69.6% |
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