-8.6%
BN vs FROG
+83.7%
-92.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | -2.5% | -11.3% | +8.8% | -1.4% |
| 30D | -9.5% | +3.6% | -13.1% | -9.9% |
| 3M | -10.4% | +1.7% | -12.1% | -10.9% |
| 6M | -6.4% | +123.5% | -129.9% | -14.7% |
| YTD | -11.9% | +40.2% | -52.1% | -16.8% |
| 1Y | -8.6% | +81.0% | -89.6% | -15.7% |
| All | -8.6% | +83.7% | -92.3% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling