+20.2%
BIL vs FROG
+59.4%
-39.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +0.1% | +12.5% | -12.4% | +0.1% |
| 30D | +0.3% | +23.5% | -23.2% | +0.3% |
| 3M | +1.0% | +19.4% | -18.4% | +0.9% |
| 6M | +1.9% | +77.0% | -75.1% | +1.9% |
| YTD | +3.2% | +81.9% | -78.7% | +3.2% |
| 1Y | +3.7% | +90.7% | -87.0% | +3.7% |
| 3Y | +13.8% | +328.5% | -314.7% | +13.8% |
| 5Y | +20.3% | +207.0% | -186.7% | +20.2% |
| All | +20.2% | +59.4% | -39.2% | +20.1% |
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