-2.8%
BND vs FROG
+24.4%
-27.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.7% |
| 7D | -0.9% | -2.2% | +1.2% | -0.9% |
| 30D | -1.0% | +3.0% | -3.9% | -1.0% |
| 3M | -1.2% | +10.3% | -11.6% | -1.4% |
| 6M | -2.0% | +116.7% | -118.7% | -3.0% |
| YTD | -1.2% | +41.9% | -43.1% | -1.8% |
| 1Y | -0.5% | +78.5% | -79.0% | -1.5% |
| 3Y | +12.4% | +224.1% | -211.7% | +9.7% |
| 5Y | -2.5% | +142.4% | -144.9% | -5.0% |
| All | -2.8% | +24.4% | -27.2% | -5.1% |
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