+133.6%
BN vs FROG
+22.9%
+110.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.3% |
| 7D | -2.5% | -11.3% | +8.8% | -0.6% |
| 30D | -9.5% | +3.6% | -13.1% | -10.4% |
| 3M | -10.4% | +1.7% | -12.1% | -11.4% |
| 6M | -6.4% | +123.5% | -129.9% | -20.0% |
| YTD | -11.9% | +40.2% | -52.1% | -19.4% |
| 1Y | -8.6% | +81.0% | -89.6% | -20.9% |
| 3Y | +77.6% | +194.8% | -117.2% | +34.0% |
| 5Y | +37.0% | +131.8% | -94.8% | -0.9% |
| All | +133.6% | +22.9% | +110.7% | +71.0% |
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