-20.9%
BAX vs FROG
+274.0%
-294.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +35.3% | -34.8% | -1.1% |
| 7D | +12.1% | +7.0% | +5.1% | +11.5% |
| 30D | +7.6% | +2.9% | +4.7% | +7.1% |
| 3M | -4.5% | +21.6% | -26.1% | -5.8% |
| 6M | +52.0% | +87.7% | -35.6% | +46.2% |
| YTD | +35.1% | +61.7% | -26.5% | +30.6% |
| 1Y | +43.7% | +113.7% | -70.0% | +35.3% |
| 3Y | -20.9% | +267.7% | -288.7% | -32.9% |
| All | -20.9% | +274.0% | -294.9% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling