+127.6%
BN vs FROG
+21.7%
+105.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -1.2% | -5.5% | +4.3% | -0.3% |
| 30D | -10.9% | -3.1% | -7.8% | -10.7% |
| 3M | -11.1% | +1.2% | -12.3% | -12.0% |
| 6M | -4.4% | +113.7% | -118.0% | -17.7% |
| YTD | -14.1% | +38.9% | -53.0% | -21.4% |
| 1Y | -11.1% | +72.0% | -83.0% | -22.3% |
| 3Y | +75.6% | +217.1% | -141.6% | +30.8% |
| 5Y | +35.8% | +130.6% | -94.8% | -1.6% |
| All | +127.6% | +21.7% | +105.9% | +66.8% |
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