+43.7%
BAX vs FROG
+118.5%
-74.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +35.3% | -34.8% | +0.1% |
| 7D | +12.1% | +7.0% | +5.1% | +11.9% |
| 30D | +7.6% | +2.9% | +4.7% | +7.4% |
| 3M | -4.5% | +21.6% | -26.1% | -4.7% |
| 6M | +52.0% | +87.7% | -35.6% | +52.2% |
| YTD | +35.1% | +61.7% | -26.5% | +34.5% |
| 1Y | +43.7% | +113.7% | -70.0% | +43.8% |
| All | +43.7% | +118.5% | -74.8% | +43.8% |
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