+1,143.6%
BE vs FROG
+45.3%
+1,098.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -2.9% |
| 7D | -13.4% | +17.0% | -30.4% | -18.8% |
| 30D | -33.9% | +1.3% | -35.2% | -35.1% |
| 3M | -12.0% | +17.5% | -29.4% | -19.4% |
| 6M | -29.0% | +46.8% | -75.7% | -41.3% |
| YTD | +113.4% | +65.8% | +47.6% | +59.4% |
| 1Y | +33.2% | +61.0% | -27.8% | +1.0% |
| 3Y | +1,659.2% | +296.7% | +1,362.5% | +671.7% |
| 5Y | +461.4% | +177.8% | +283.5% | +165.8% |
| All | +1,143.6% | +45.3% | +1,098.3% | +604.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling