+1,706.0%
BE vs FROG
+22.5%
+1,683.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -3.1% |
| 7D | +23.9% | -4.8% | +28.7% | +25.9% |
| 30D | +27.8% | -0.9% | +28.8% | +26.8% |
| 3M | +3.7% | +7.5% | -3.7% | -1.0% |
| 6M | +78.0% | +107.0% | -29.1% | +27.8% |
| YTD | +209.9% | +39.8% | +170.1% | +150.8% |
| 1Y | +389.6% | +74.8% | +314.8% | +253.3% |
| 3Y | +1,730.6% | +219.3% | +1,511.3% | +787.8% |
| 5Y | +1,227.8% | +133.0% | +1,094.8% | +579.5% |
| All | +1,706.0% | +22.5% | +1,683.5% | +1,008.1% |
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