-64.2%
BAX vs FROG
+207.6%
-271.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | +0.1% | +12.5% | -12.4% | -0.7% |
| 30D | +4.1% | +23.5% | -19.5% | +2.2% |
| 3M | -4.5% | +19.4% | -23.9% | -6.3% |
| 6M | +49.2% | +77.0% | -27.8% | +42.1% |
| YTD | +35.2% | +81.9% | -46.6% | +27.6% |
| 1Y | +38.3% | +90.7% | -52.4% | +29.8% |
| 3Y | -19.0% | +328.5% | -347.6% | -31.7% |
| All | -64.2% | +207.6% | -271.8% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling