+389.6%
BE vs FROG
+73.1%
+316.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -2.9% |
| 7D | +23.9% | -4.8% | +28.7% | +24.4% |
| 30D | +27.8% | -0.9% | +28.8% | +27.6% |
| 3M | +3.7% | +7.5% | -3.7% | +3.0% |
| 6M | +78.0% | +107.0% | -29.1% | +63.7% |
| YTD | +209.9% | +39.8% | +170.1% | +193.4% |
| 1Y | +389.6% | +74.8% | +314.8% | +339.8% |
| All | +389.6% | +73.1% | +316.5% | +339.8% |
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