+30.3%
BN vs FROG
+160.8%
-130.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.2% | -6.7% |
| 7D | +5.3% | +7.0% | -1.6% | +3.0% |
| 30D | +11.9% | +2.9% | +9.0% | +9.8% |
| 3M | -5.7% | +21.6% | -27.3% | -11.0% |
| 6M | -10.6% | +87.7% | -98.3% | -23.9% |
| YTD | -9.4% | +61.7% | -71.0% | -22.0% |
| 1Y | -8.8% | +113.7% | -122.5% | -27.1% |
| 3Y | +95.6% | +267.7% | -172.1% | +27.4% |
| All | +30.3% | +160.8% | -130.5% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling