-3.4%
BDX vs FROG
+125.4%
-128.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | -4.3% | -5.5% | +1.2% | -4.2% |
| 30D | +1.3% | -3.1% | +4.4% | +1.3% |
| 3M | +20.2% | +1.2% | +19.0% | +20.1% |
| 6M | +8.6% | +113.7% | -105.1% | +6.1% |
| YTD | +19.0% | +38.9% | -19.9% | +17.5% |
| 1Y | +21.2% | +72.0% | -50.8% | +18.6% |
| 3Y | -9.7% | +217.1% | -226.8% | -15.2% |
| 5Y | -3.4% | +130.6% | -134.0% | -8.7% |
| All | -3.4% | +125.4% | -128.8% | -8.7% |
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