+1,683.6%
BE vs FROG
+307.0%
+1,376.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.1% | +4.8% | +10.5% |
| 7D | -1.2% | +27.1% | -28.3% | -5.9% |
| 30D | -30.9% | +5.8% | -36.7% | -32.1% |
| 3M | -11.6% | +20.8% | -32.5% | -15.7% |
| 6M | -25.7% | +53.3% | -79.1% | -32.7% |
| YTD | +123.1% | +73.2% | +49.9% | +92.4% |
| 1Y | +43.4% | +80.3% | -36.9% | +22.8% |
| 3Y | +1,683.6% | +318.3% | +1,365.3% | +853.3% |
| All | +1,683.6% | +307.0% | +1,376.6% | +853.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling