+465.4%
BE vs FROG
+182.9%
+282.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.1% | +4.8% | +9.5% |
| 7D | -1.2% | +27.1% | -28.3% | -9.8% |
| 30D | -30.9% | +5.8% | -36.7% | -33.0% |
| 3M | -11.6% | +20.8% | -32.5% | -19.7% |
| 6M | -25.7% | +53.3% | -79.1% | -39.5% |
| YTD | +123.1% | +73.2% | +49.9% | +64.4% |
| 1Y | +43.4% | +80.3% | -36.9% | +4.1% |
| 3Y | +1,683.6% | +318.3% | +1,365.3% | +611.8% |
| 5Y | +465.4% | +179.9% | +285.5% | +170.0% |
| All | +465.4% | +182.9% | +282.5% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling