-9.0%
BDX vs FROG
+219.3%
-228.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -3.6% | -4.8% | +1.3% | -3.5% |
| 30D | +0.7% | -0.9% | +1.6% | +0.7% |
| 3M | +19.0% | +7.5% | +11.5% | +18.8% |
| 6M | +10.8% | +107.0% | -96.2% | +9.3% |
| YTD | +20.1% | +39.8% | -19.7% | +19.4% |
| 1Y | +23.1% | +74.8% | -51.8% | +21.3% |
| All | -9.0% | +219.3% | -228.2% | -17.4% |
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