+1,596.0%
BE vs FROG
+22.9%
+1,573.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.3% | +10.7% | +8.5% |
| 7D | +20.0% | -11.3% | +31.3% | +24.6% |
| 30D | +7.9% | +3.6% | +4.3% | +5.1% |
| 3M | -13.2% | +1.7% | -14.9% | -15.5% |
| 6M | +53.5% | +123.5% | -70.1% | +7.1% |
| YTD | +191.0% | +40.2% | +150.8% | +135.4% |
| 1Y | +360.5% | +81.0% | +279.5% | +227.4% |
| 3Y | +1,568.0% | +194.8% | +1,373.3% | +744.1% |
| 5Y | +1,055.2% | +131.8% | +923.4% | +492.5% |
| All | +1,596.0% | +22.9% | +1,573.1% | +939.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling