+141.7%
BN vs FROG
+55.2%
+86.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -0.3% | +48.2% | -48.5% | -6.6% |
| 30D | +13.6% | +11.4% | +2.2% | +10.5% |
| 3M | -6.7% | +28.5% | -35.2% | -11.7% |
| 6M | -9.0% | +63.7% | -72.7% | -18.0% |
| YTD | -8.8% | +77.1% | -85.9% | -20.6% |
| 1Y | -10.6% | +79.3% | -90.0% | -22.5% |
| 3Y | +98.8% | +323.8% | -225.0% | +40.0% |
| 5Y | +33.6% | +198.9% | -165.3% | -8.0% |
| All | +141.7% | +55.2% | +86.5% | +68.4% |
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