+140.2%
BN vs FROG
+41.7%
+98.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +35.3% | -36.2% | -5.9% |
| 7D | +5.3% | +7.0% | -1.6% | +3.3% |
| 30D | +11.9% | +2.9% | +9.0% | +10.1% |
| 3M | -5.7% | +21.6% | -27.3% | -10.2% |
| 6M | -10.6% | +87.7% | -98.3% | -21.8% |
| YTD | -9.4% | +61.7% | -71.0% | -20.1% |
| 1Y | -8.8% | +113.7% | -122.5% | -24.2% |
| 3Y | +95.6% | +267.7% | -172.1% | +40.9% |
| 5Y | +30.2% | +158.8% | -128.6% | -8.9% |
| All | +140.2% | +41.7% | +98.5% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling