+167.8%
BHP vs FROG
+22.5%
+145.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.9% | -4.8% | +5.7% | +1.3% |
| 30D | +4.0% | -0.9% | +5.0% | +3.9% |
| 3M | +11.3% | +7.5% | +3.8% | +10.2% |
| 6M | +29.3% | +107.0% | -77.7% | +21.0% |
| YTD | +59.2% | +39.8% | +19.4% | +52.8% |
| 1Y | +80.8% | +74.8% | +6.0% | +69.2% |
| 3Y | +88.0% | +219.3% | -131.3% | +61.9% |
| 5Y | +126.6% | +133.0% | -6.3% | +92.1% |
| All | +167.8% | +22.5% | +145.3% | +130.3% |
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 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