-1.1%
BND vs FROG
+192.7%
-193.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.1% |
| 7D | -0.6% | +26.8% | -27.4% | -0.8% |
| 30D | +1.6% | +10.6% | -9.0% | +1.4% |
| 3M | -0.5% | +27.2% | -27.7% | -0.8% |
| 6M | -1.1% | +58.7% | -59.7% | -1.7% |
| YTD | -0.7% | +75.3% | -76.0% | -1.7% |
| 1Y | -0.7% | +71.1% | -71.7% | -1.6% |
| 3Y | +14.4% | +319.6% | -305.1% | +10.8% |
| 5Y | -1.1% | +195.7% | -196.7% | -5.4% |
| All | -1.1% | +192.7% | -193.7% | -5.4% |
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