+440.0%
BNY vs FROG
+21.7%
+418.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +1.5% | -5.5% | +7.0% | +1.9% |
| 30D | +3.3% | -3.1% | +6.4% | +3.4% |
| 3M | +15.3% | +1.2% | +14.1% | +14.7% |
| 6M | +42.5% | +113.7% | -71.2% | +32.6% |
| YTD | +42.0% | +38.9% | +3.2% | +36.1% |
| 1Y | +59.3% | +72.0% | -12.7% | +49.2% |
| 3Y | +291.2% | +217.1% | +74.1% | +239.6% |
| 5Y | +252.1% | +130.6% | +121.4% | +193.5% |
| All | +440.0% | +21.7% | +418.3% | +348.6% |
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