+49.1%
BAX vs FROG
+78.6%
-29.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +2.3% |
| 7D | +9.0% | +27.1% | -18.1% | +8.5% |
| 30D | +8.5% | +5.8% | +2.6% | +8.2% |
| 3M | -4.1% | +20.8% | -24.9% | -4.5% |
| 6M | +46.9% | +53.3% | -6.4% | +46.1% |
| YTD | +38.4% | +73.2% | -34.8% | +36.2% |
| All | +49.1% | +78.6% | -29.5% | +46.4% |
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