-1.9%
BND vs FROG
+22.9%
-24.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | -0.1% | -11.3% | +11.1% | 0.0% |
| 30D | -0.4% | +3.6% | -4.0% | -0.4% |
| 3M | -0.6% | +1.7% | -2.3% | -0.7% |
| 6M | -1.4% | +123.5% | -125.0% | -2.5% |
| YTD | -0.2% | +40.2% | -40.5% | -0.9% |
| 1Y | +1.3% | +81.0% | -79.7% | +0.2% |
| 3Y | +13.2% | +194.8% | -181.6% | +10.6% |
| 5Y | -1.6% | +131.8% | -133.4% | -4.1% |
| All | -1.9% | +22.9% | -24.8% | -4.1% |
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 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