+16.9%
BDX vs FROG
+22.9%
-6.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.5% |
| 7D | -2.5% | -11.3% | +8.8% | -2.3% |
| 30D | +8.3% | +3.6% | +4.6% | +8.1% |
| 3M | +24.4% | +1.7% | +22.7% | +24.2% |
| 6M | +9.2% | +123.5% | -114.3% | +7.2% |
| YTD | +22.7% | +40.2% | -17.5% | +21.6% |
| 1Y | +25.9% | +81.0% | -55.1% | +23.7% |
| 3Y | -10.5% | +194.8% | -205.2% | -14.1% |
| 5Y | +1.9% | +131.8% | -129.9% | -3.3% |
| All | +16.9% | +22.9% | -6.0% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling