+35.9%
BAX vs FROG
+114.1%
-78.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.3% |
| 7D | -1.1% | -11.3% | +10.1% | -0.1% |
| 30D | -5.5% | +3.6% | -9.1% | -6.1% |
| 3M | +33.5% | +1.7% | +31.9% | +32.4% |
| 6M | +35.9% | +123.5% | -87.7% | +7.6% |
| All | +35.9% | +114.1% | -78.3% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling