+121.4%
BLK vs FROG
+22.3%
+99.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | -6.5% | +1.3% | -7.8% | -6.9% |
| 3M | +6.7% | +11.1% | -4.3% | +4.6% |
| 6M | +14.7% | +108.3% | -93.6% | +2.3% |
| YTD | +2.5% | +39.6% | -37.1% | -4.4% |
| 1Y | -2.8% | +74.7% | -77.5% | -13.0% |
| 3Y | +65.9% | +224.1% | -158.2% | +29.0% |
| 5Y | +33.0% | +138.4% | -105.4% | +1.4% |
| All | +121.4% | +22.3% | +99.0% | +75.1% |
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