+359.8%
BKR vs FROG
+24.4%
+335.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -6.7% |
| 7D | -6.7% | -2.2% | -4.5% | -6.6% |
| 30D | -8.3% | +3.0% | -11.3% | -8.6% |
| 3M | -5.4% | +10.3% | -15.7% | -6.1% |
| 6M | +0.8% | +116.7% | -115.9% | -3.7% |
| YTD | +31.8% | +41.9% | -10.1% | +28.3% |
| 1Y | +28.6% | +78.5% | -49.9% | +23.2% |
| 3Y | +71.2% | +224.1% | -152.9% | +58.6% |
| 5Y | +179.2% | +142.4% | +36.8% | +153.1% |
| All | +359.8% | +24.4% | +335.4% | +299.5% |
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