-0.7%
BBY vs FROG
+207.6%
-208.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.3% |
| 7D | +4.5% | +12.5% | -8.0% | +3.0% |
| 30D | +16.8% | +23.5% | -6.7% | +13.0% |
| 3M | +23.2% | +19.4% | +3.8% | +19.0% |
| 6M | +91.9% | +77.0% | +14.9% | +73.8% |
| YTD | +61.6% | +81.9% | -20.2% | +43.3% |
| 1Y | +43.9% | +90.7% | -46.8% | +26.3% |
| 3Y | +88.6% | +328.5% | -239.9% | +33.1% |
| All | -0.7% | +207.6% | -208.3% | -27.7% |
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