+146.1%
BN vs FROG
+45.3%
+100.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -0.7% |
| 7D | +4.3% | +17.0% | -12.7% | +1.1% |
| 30D | +14.3% | +1.3% | +13.0% | +12.8% |
| 3M | -4.1% | +17.5% | -21.6% | -8.0% |
| 6M | -9.7% | +46.8% | -56.4% | -17.2% |
| YTD | -7.1% | +65.8% | -72.9% | -18.4% |
| 1Y | -7.4% | +61.0% | -68.4% | -18.4% |
| 3Y | +102.3% | +296.7% | -194.4% | +43.9% |
| 5Y | +35.9% | +177.8% | -141.9% | -5.4% |
| All | +146.1% | +45.3% | +100.8% | +73.1% |
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