+55.3%
BE vs FROG
+83.7%
-28.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -3.9% | -6.1% |
| 7D | -12.1% | -14.1% | +1.9% | -10.8% |
| 30D | -30.1% | -11.8% | -18.3% | -29.2% |
| 3M | -12.1% | +0.1% | -12.3% | -12.3% |
| 6M | -30.6% | +64.2% | -94.8% | -34.1% |
| YTD | +130.6% | +38.2% | +92.4% | +117.6% |
| 1Y | +55.3% | +85.4% | -30.1% | +38.3% |
| All | +55.3% | +83.7% | -28.4% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling