+40.6%
BBY vs FROG
+224.1%
-183.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | 0.0% |
| 7D | +0.7% | -2.2% | +2.8% | +0.8% |
| 30D | +5.8% | +3.0% | +2.8% | +5.2% |
| 3M | +18.0% | +10.3% | +7.7% | +16.3% |
| 6M | +39.8% | +116.7% | -76.8% | +28.2% |
| YTD | +35.4% | +41.9% | -6.5% | +29.0% |
| 1Y | +21.4% | +78.5% | -57.1% | +11.7% |
| All | +40.6% | +224.1% | -183.5% | +14.4% |
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 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