+19.4%
BIL vs FROG
+160.8%
-141.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +35.3% | -35.3% | 0.0% |
| 7D | -0.3% | +7.0% | -7.2% | -0.3% |
| 30D | 0.0% | +2.9% | -2.9% | 0.0% |
| 3M | +0.3% | +21.6% | -21.3% | +0.3% |
| 6M | +1.2% | +87.7% | -86.4% | +1.2% |
| YTD | +2.5% | +61.7% | -59.2% | +2.4% |
| 1Y | +3.0% | +113.7% | -110.6% | +3.0% |
| 3Y | +13.2% | +267.7% | -254.6% | +13.1% |
| All | +19.4% | +160.8% | -141.4% | +19.3% |
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 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